+95.0%
MA vs TSLL
-53.8%
+148.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.4% |
| 7D | +1.8% | -11.0% | +12.8% | +2.2% |
| 30D | +11.8% | -5.3% | +17.1% | +11.8% |
| 3M | +17.2% | +20.8% | -3.7% | +15.6% |
| 6M | +33.4% | -36.0% | +69.4% | +34.4% |
| YTD | +16.1% | -47.3% | +63.4% | +17.6% |
| 1Y | +19.9% | -48.4% | +68.4% | +21.2% |
| 3Y | +70.1% | -5.4% | +75.5% | +53.3% |
| All | +95.0% | -53.8% | +148.8% | +93.0% |
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