-23.4%
TSLL vs MAS
+1.6%
-24.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.8% | -13.6% | -12.6% |
| 7D | +1.9% | -0.8% | +2.6% | +2.1% |
| 30D | +17.8% | -5.6% | +23.3% | +20.4% |
| 3M | -37.0% | +4.4% | -41.5% | -38.0% |
| 6M | -37.7% | +7.2% | -44.9% | -40.8% |
| YTD | -51.4% | +16.1% | -67.5% | -54.3% |
| 1Y | -23.4% | +0.1% | -23.5% | -23.2% |
| All | -23.4% | +1.6% | -24.9% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling