-55.4%
TSLL vs MAS
+49.8%
-105.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.8% | -13.6% | -13.3% |
| 7D | +1.9% | -0.8% | +2.6% | +2.3% |
| 30D | +17.8% | -5.6% | +23.3% | +22.9% |
| 3M | -37.0% | +4.4% | -41.5% | -40.1% |
| 6M | -37.7% | +7.2% | -44.9% | -42.8% |
| YTD | -51.4% | +16.1% | -67.5% | -59.2% |
| 1Y | -23.4% | +0.1% | -23.5% | -26.8% |
| 3Y | -30.8% | +28.3% | -59.1% | -46.6% |
| All | -55.4% | +49.8% | -105.2% | -70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling