-97.2%
TSLQ vs URA
+194.8%
-292.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | -0.8% |
| 7D | -8.0% | +5.7% | -13.7% | -3.7% |
| 30D | -23.8% | +5.6% | -29.4% | -19.3% |
| 3M | -7.0% | +6.2% | -13.2% | +2.4% |
| 6M | -17.1% | -8.2% | -8.9% | -12.9% |
| YTD | +0.1% | +9.7% | -9.6% | +22.7% |
| 1Y | -51.2% | +17.0% | -68.2% | -34.3% |
| 3Y | -95.9% | +118.5% | -214.4% | -88.8% |
| All | -97.2% | +194.8% | -292.1% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling