-56.8%
TSLL vs MAR
+174.3%
-231.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.2% | +8.8% | +8.9% |
| 7D | -21.2% | +4.3% | -25.5% | -25.2% |
| 30D | -13.3% | +16.8% | -30.1% | -29.1% |
| 3M | +15.4% | +16.0% | -0.6% | -6.1% |
| 6M | -34.2% | +16.5% | -50.7% | -48.5% |
| YTD | -52.9% | +35.0% | -87.9% | -71.5% |
| 1Y | -54.3% | +49.4% | -103.7% | -77.0% |
| 3Y | -18.4% | +124.1% | -142.4% | -72.8% |
| All | -56.8% | +174.3% | -231.2% | -89.3% |
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