-55.4%
TSLL vs MCO
+64.6%
-120.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.1% | -9.7% | -9.3% |
| 7D | +1.9% | -4.2% | +6.0% | +7.4% |
| 30D | +17.8% | +2.2% | +15.6% | +15.0% |
| 3M | -37.0% | +10.1% | -47.1% | -44.4% |
| 6M | -37.7% | +5.3% | -42.9% | -42.8% |
| YTD | -51.4% | -2.7% | -48.6% | -51.5% |
| 1Y | -23.4% | -0.4% | -23.0% | -27.8% |
| 3Y | -30.8% | +49.0% | -79.8% | -58.8% |
| All | -55.4% | +64.6% | -120.0% | -75.9% |
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