-49.0%
TSLL vs MDLN
+15.3%
-64.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +18.4% | -24.7% | -6.4% |
| 7D | -9.4% | +24.7% | -34.1% | -9.9% |
| 30D | +1.6% | +12.7% | -11.1% | +1.9% |
| 3M | +29.4% | -4.0% | +33.4% | +30.4% |
| 6M | -20.1% | -8.7% | -11.5% | -18.4% |
| YTD | -44.5% | -3.9% | -40.6% | -43.6% |
| All | -49.0% | +15.3% | -64.3% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling