-48.9%
TSLL vs MDB
-5.2%
-43.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.8% | +3.9% | +5.0% |
| 7D | +0.5% | +3.0% | -2.5% | +0.1% |
| 30D | +2.7% | -11.3% | +14.0% | +8.9% |
| 3M | +26.3% | -23.0% | +49.3% | +40.8% |
| 6M | -37.2% | +14.8% | -51.9% | -43.1% |
| YTD | -44.2% | -19.4% | -24.8% | -42.3% |
| 1Y | -44.0% | -9.0% | -35.0% | -45.6% |
| 3Y | 0.0% | -10.3% | +10.3% | -16.7% |
| All | -48.9% | -5.2% | -43.7% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling