+127.6%
UBER vs TSLL
-51.1%
+178.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | +0.4% |
| 7D | +1.2% | +0.5% | +0.7% | +0.8% |
| 30D | -1.1% | +2.7% | -3.8% | -1.9% |
| 3M | -10.0% | +26.3% | -36.3% | -12.7% |
| 6M | -7.2% | -37.2% | +30.0% | -5.8% |
| YTD | -13.5% | -44.2% | +30.7% | -12.1% |
| 1Y | -24.5% | -44.0% | +19.5% | -23.6% |
| 3Y | +37.0% | 0.0% | +37.0% | +12.5% |
| All | +127.6% | -51.1% | +178.7% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling