-60.3%
TSLL vs MAS
+72.7%
-133.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.4% | -18.4% | -19.3% |
| 7D | -28.9% | +4.6% | -33.4% | -31.1% |
| 30D | -21.4% | +19.9% | -41.3% | -32.0% |
| 3M | +5.0% | +8.9% | -3.9% | -2.7% |
| 6M | -36.6% | +20.2% | -56.7% | -46.3% |
| YTD | -56.6% | +33.9% | -90.5% | -67.7% |
| 1Y | -60.9% | +34.7% | -95.5% | -71.1% |
| 3Y | -25.2% | +60.4% | -85.6% | -51.9% |
| All | -60.3% | +72.7% | -133.0% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling