-33.0%
TSLL vs MCO
+4.6%
-37.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | +17.8% | +0.5% | +17.3% | +17.7% |
| 30D | +8.2% | +9.8% | -1.6% | +5.3% |
| 3M | +20.9% | +4.3% | +16.6% | +19.6% |
| 6M | -37.5% | +16.5% | -54.0% | -39.6% |
| YTD | -44.5% | +0.1% | -44.6% | -41.7% |
| 1Y | -33.0% | +4.4% | -37.4% | -29.4% |
| All | -33.0% | +4.6% | -37.5% | -29.4% |
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