-5.4%
TSLL vs MAGS
+118.0%
-123.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +3.3% |
| 7D | -11.0% | -0.3% | -10.7% | -8.5% |
| 30D | -5.3% | -7.1% | +1.8% | +21.2% |
| 3M | +20.8% | -0.7% | +21.5% | +27.6% |
| 6M | -36.0% | -1.5% | -34.5% | -26.1% |
| YTD | -47.3% | +3.9% | -51.2% | -47.1% |
| 1Y | -48.4% | +3.1% | -51.5% | -45.8% |
| 3Y | -5.4% | +121.6% | -127.1% | -65.4% |
| All | -5.4% | +118.0% | -123.5% | -65.4% |
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