-37.7%
TSLL vs MCO
+6.4%
-44.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.1% | -9.7% | -11.0% |
| 7D | +1.9% | -4.2% | +6.0% | +3.2% |
| 30D | +17.8% | +2.2% | +15.6% | +16.7% |
| 3M | -37.0% | +10.1% | -47.1% | -36.4% |
| 6M | -37.7% | +5.3% | -42.9% | -35.6% |
| All | -37.7% | +6.4% | -44.1% | -35.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling