-20.8%
TSLL vs MCO
-2.8%
-18.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.5% | +10.4% | +8.6% |
| 7D | +5.8% | -2.7% | +8.5% | +6.8% |
| 30D | +21.7% | +0.9% | +20.8% | +21.3% |
| 3M | -28.2% | +8.7% | -36.9% | -28.9% |
| 6M | -29.5% | +2.4% | -31.9% | -29.4% |
| YTD | -47.5% | -5.2% | -42.4% | -45.4% |
| 1Y | -20.8% | -4.4% | -16.4% | -12.0% |
| All | -20.8% | -2.8% | -18.0% | -12.0% |
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