-60.3%
TSLL vs MAR
+174.9%
-235.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.8% | -20.1% | -19.6% |
| 7D | -28.9% | +4.4% | -33.3% | -32.6% |
| 30D | -21.4% | +15.5% | -36.9% | -34.8% |
| 3M | +5.0% | +15.7% | -10.7% | -14.3% |
| 6M | -36.6% | +18.2% | -54.7% | -51.4% |
| YTD | -56.6% | +35.3% | -92.0% | -73.8% |
| 1Y | -60.9% | +48.6% | -109.5% | -80.1% |
| 3Y | -25.2% | +124.3% | -149.6% | -75.2% |
| All | -60.3% | +174.9% | -235.1% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling