-48.9%
TSLL vs MAR
+182.7%
-231.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.5% |
| 7D | +0.5% | +1.0% | -0.5% | -0.3% |
| 30D | +2.7% | +16.2% | -13.6% | -15.4% |
| 3M | +26.3% | +23.1% | +3.2% | -4.7% |
| 6M | -37.2% | +22.0% | -59.1% | -53.7% |
| YTD | -44.2% | +39.2% | -83.4% | -67.6% |
| 1Y | -44.0% | +48.3% | -92.2% | -70.9% |
| 3Y | 0.0% | +123.4% | -123.4% | -66.7% |
| All | -48.9% | +182.7% | -231.6% | -87.8% |
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