-51.9%
TSLL vs MCO
+60.5%
-112.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.5% | +10.4% | +10.8% |
| 7D | +5.8% | -2.7% | +8.5% | +9.5% |
| 30D | +21.7% | +0.9% | +20.8% | +20.2% |
| 3M | -28.2% | +8.7% | -36.9% | -35.6% |
| 6M | -29.5% | +2.4% | -31.9% | -33.3% |
| YTD | -47.5% | -5.2% | -42.4% | -46.2% |
| 1Y | -20.8% | -4.4% | -16.4% | -21.4% |
| 3Y | -26.7% | +45.1% | -71.9% | -55.2% |
| All | -51.9% | +60.5% | -112.4% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling