-56.8%
TSLL vs MCO
+68.6%
-125.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.9% | +10.5% | +10.7% |
| 7D | -21.2% | +2.4% | -23.6% | -23.4% |
| 30D | -13.3% | +12.5% | -25.8% | -25.2% |
| 3M | +15.4% | +7.1% | +8.3% | +5.1% |
| 6M | -34.2% | +13.2% | -47.5% | -45.3% |
| YTD | -52.9% | -0.4% | -52.6% | -55.0% |
| 1Y | -54.3% | +5.8% | -60.1% | -60.2% |
| 3Y | -18.4% | +55.4% | -73.8% | -54.6% |
| All | -56.8% | +68.6% | -125.5% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling