+94.2%
MA vs TSLL
-54.2%
+148.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.9% | -10.4% | 0.0% |
| 7D | -0.3% | -14.3% | +14.0% | +0.2% |
| 30D | +11.3% | -6.2% | +17.5% | +11.3% |
| 3M | +16.7% | +21.2% | -4.5% | +15.1% |
| 6M | +32.8% | -36.6% | +69.4% | +33.8% |
| YTD | +15.6% | -47.8% | +63.4% | +17.1% |
| 1Y | +19.6% | -45.2% | +64.8% | +20.5% |
| 3Y | +72.1% | -3.3% | +75.3% | +54.8% |
| All | +94.2% | -54.2% | +148.4% | +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