-48.4%
TSLL vs MCO
+5.8%
-54.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -11.0% | +1.4% | -12.4% | -11.1% |
| 30D | -5.3% | +10.0% | -15.3% | -7.9% |
| 3M | +20.8% | +7.0% | +13.8% | +18.7% |
| 6M | -36.0% | +13.7% | -49.7% | -37.6% |
| YTD | -47.3% | +0.6% | -47.9% | -45.1% |
| 1Y | -48.4% | +6.2% | -54.7% | -46.3% |
| All | -48.4% | +5.8% | -54.2% | -46.3% |
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