-18.4%
TSLL vs MAGS
+125.8%
-144.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.0% | +7.6% | +5.5% |
| 7D | -21.2% | -1.4% | -19.8% | -16.6% |
| 30D | -13.3% | -8.4% | -4.9% | +15.5% |
| 3M | +15.4% | -1.5% | +16.9% | +24.7% |
| 6M | -34.2% | -1.4% | -32.9% | -24.6% |
| YTD | -52.9% | +2.4% | -55.3% | -50.6% |
| 1Y | -54.3% | +3.5% | -57.9% | -52.7% |
| 3Y | -18.4% | +125.3% | -143.6% | -71.6% |
| All | -18.4% | +125.8% | -144.2% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 3y: compounded portfolio wealth divided by compounded MAGS 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…
3y analysis · Full analysis span regression · 6 months rolling