+71.2%
MA vs TSLL
-57.4%
+128.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -11.8% | +10.7% | -0.6% |
| 7D | -2.7% | +1.9% | -4.6% | -2.9% |
| 30D | +1.5% | +17.8% | -16.2% | +0.6% |
| 3M | +20.4% | -37.0% | +57.4% | +21.9% |
| 6M | +11.1% | -37.7% | +48.8% | +12.1% |
| YTD | +2.0% | -51.4% | +53.3% | +3.9% |
| 1Y | -2.2% | -23.4% | +21.2% | -3.6% |
| 3Y | +41.9% | -30.8% | +72.7% | +30.8% |
| All | +71.2% | -57.4% | +128.6% | +70.6% |
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