-24.9%
TSLL vs MAR
+123.2%
-148.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.8% | -20.1% | -19.5% |
| 7D | -28.9% | +4.4% | -33.3% | -32.7% |
| 30D | -21.4% | +15.5% | -36.9% | -35.3% |
| 3M | +5.0% | +15.7% | -10.7% | -15.0% |
| 6M | -36.6% | +18.2% | -54.7% | -52.2% |
| YTD | -56.6% | +35.3% | -92.0% | -75.3% |
| 1Y | -60.9% | +48.6% | -109.5% | -81.8% |
| All | -24.9% | +123.2% | -148.1% | -71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling