+93.2%
MA vs TSLL
-58.7%
+152.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.6% | -9.1% | -0.9% |
| 7D | +2.3% | -21.2% | +23.5% | +3.2% |
| 30D | +14.7% | -13.3% | +28.0% | +15.1% |
| 3M | +13.5% | +15.4% | -1.9% | +12.2% |
| 6M | +33.1% | -34.2% | +67.3% | +33.8% |
| YTD | +15.1% | -52.9% | +68.0% | +17.1% |
| 1Y | +18.7% | -54.3% | +73.1% | +20.7% |
| 3Y | +72.1% | -18.4% | +90.5% | +56.3% |
| All | +93.2% | -58.7% | +152.0% | +92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling