-56.8%
TSLL vs MDB
-12.3%
-44.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.7% | +5.9% | +7.5% |
| 7D | -21.2% | -11.4% | -9.8% | -16.5% |
| 30D | -13.3% | -13.8% | +0.5% | -7.0% |
| 3M | +15.4% | -15.5% | +30.8% | +23.5% |
| 6M | -34.2% | +17.9% | -52.2% | -41.3% |
| YTD | -52.9% | -25.5% | -27.4% | -49.6% |
| 1Y | -54.3% | -12.1% | -42.3% | -55.1% |
| 3Y | -18.4% | -5.9% | -12.5% | -34.0% |
| All | -56.8% | -12.3% | -44.6% | -71.6% |
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