-2.6%
TSLL vs MAGS
+188.2%
-190.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.4% | -10.4% | -7.7% |
| 7D | +1.9% | +0.5% | +1.4% | +1.1% |
| 30D | +17.8% | +1.5% | +16.3% | +14.2% |
| 3M | -37.0% | +0.5% | -37.5% | -33.4% |
| 6M | -37.7% | +11.6% | -49.3% | -50.4% |
| YTD | -51.4% | +5.3% | -56.6% | -53.6% |
| 1Y | -23.4% | +14.9% | -38.2% | -39.4% |
| 3Y | -30.8% | +128.9% | -159.7% | -78.8% |
| All | -2.6% | +188.2% | -190.7% | -78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling