-52.1%
TSLL vs MAR
+174.8%
-226.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.2% | +10.7% | +10.7% |
| 7D | -14.3% | +0.2% | -14.5% | -14.2% |
| 30D | -6.2% | +14.0% | -20.2% | -20.8% |
| 3M | +21.2% | +18.1% | +3.1% | -3.6% |
| 6M | -36.6% | +18.6% | -55.2% | -51.5% |
| YTD | -47.8% | +35.3% | -83.0% | -68.5% |
| 1Y | -45.2% | +44.5% | -89.7% | -70.6% |
| 3Y | -3.3% | +120.7% | -124.0% | -67.2% |
| All | -52.1% | +174.8% | -226.9% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling