-60.3%
TSLL vs MDB
-14.6%
-45.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -7.2% | -14.6% | -18.7% |
| 7D | -28.9% | -20.9% | -8.0% | -21.0% |
| 30D | -21.4% | -15.6% | -5.9% | -15.0% |
| 3M | +5.0% | -19.1% | +24.0% | +14.5% |
| 6M | -36.6% | +14.2% | -50.8% | -42.6% |
| YTD | -56.6% | -27.4% | -29.2% | -53.1% |
| 1Y | -60.9% | -13.0% | -47.8% | -61.4% |
| 3Y | -25.2% | -11.2% | -14.0% | -38.0% |
| All | -60.3% | -14.6% | -45.7% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling