-6.4%
TSLL vs MAGS
+122.1%
-128.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -2.8% |
| 7D | +17.8% | +1.7% | +16.2% | +12.4% |
| 30D | +8.2% | -5.8% | +14.0% | +32.9% |
| 3M | +20.9% | +0.2% | +20.6% | +23.9% |
| 6M | -37.5% | -2.7% | -34.8% | -25.2% |
| YTD | -44.5% | +4.1% | -48.6% | -44.5% |
| 1Y | -33.0% | +7.5% | -40.5% | -38.7% |
| 3Y | -6.4% | +122.0% | -128.4% | -66.1% |
| All | -6.4% | +122.1% | -128.5% | -66.1% |
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