-55.4%
TSLL vs MAR
+121.7%
-177.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -12.0% | -12.0% |
| 7D | +1.9% | -4.2% | +6.0% | +7.5% |
| 30D | +17.8% | -6.7% | +24.4% | +28.0% |
| 3M | -37.0% | -12.5% | -24.5% | -27.0% |
| 6M | -37.7% | +0.6% | -38.2% | -41.6% |
| YTD | -51.4% | +9.1% | -60.5% | -60.9% |
| 1Y | -23.4% | +26.2% | -49.6% | -53.1% |
| 3Y | -30.8% | +68.2% | -98.9% | -66.8% |
| All | -55.4% | +121.7% | -177.1% | -85.3% |
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 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