-55.4%
TSLL vs MDB
+3.4%
-58.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.1% | -7.8% | -10.1% |
| 7D | +1.9% | -17.4% | +19.3% | +10.4% |
| 30D | +17.8% | -2.0% | +19.8% | +18.6% |
| 3M | -37.0% | -3.0% | -34.0% | -36.2% |
| 6M | -37.7% | +48.7% | -86.4% | -49.8% |
| YTD | -51.4% | -12.1% | -39.2% | -51.4% |
| 1Y | -23.4% | +14.5% | -37.9% | -32.6% |
| 3Y | -30.8% | -6.1% | -24.6% | -43.4% |
| All | -55.4% | +3.4% | -58.9% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling