+35.8%
UBER vs TSLL
-2.4%
+38.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.6% |
| 7D | +5.2% | -11.0% | +16.2% | +5.6% |
| 30D | -2.0% | -5.3% | +3.2% | -2.1% |
| 3M | -10.2% | +20.8% | -31.0% | -11.7% |
| 6M | -7.2% | -36.0% | +28.8% | -6.4% |
| YTD | -14.3% | -47.3% | +33.0% | -13.2% |
| 1Y | -25.6% | -48.4% | +22.9% | -24.8% |
| 3Y | +35.8% | -5.4% | +41.3% | +32.2% |
| All | +35.8% | -2.4% | +38.2% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 3y: compounded portfolio wealth divided by compounded TSLL 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…
3y analysis · Full analysis span regression · 6 months rolling