-23.4%
TSLL vs MCO
+0.4%
-23.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.1% | -9.7% | -11.1% |
| 7D | +1.9% | -4.2% | +6.0% | +3.2% |
| 30D | +17.8% | +2.2% | +15.6% | +17.0% |
| 3M | -37.0% | +10.1% | -47.1% | -37.9% |
| 6M | -37.7% | +5.3% | -42.9% | -38.1% |
| YTD | -51.4% | -2.7% | -48.6% | -49.8% |
| 1Y | -23.4% | -0.4% | -23.0% | -17.2% |
| All | -23.4% | +0.4% | -23.7% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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