-55.3%
TSLL vs MDLN
+4.5%
-59.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.8% | -11.8% |
| 7D | +1.9% | +3.7% | -1.8% | +1.5% |
| 30D | +17.8% | -0.2% | +18.0% | +17.2% |
| 3M | -37.0% | +6.2% | -43.2% | -37.0% |
| 6M | -37.7% | -14.7% | -23.0% | -36.5% |
| YTD | -51.4% | -12.9% | -38.5% | -50.7% |
| All | -55.3% | +4.5% | -59.9% | -54.6% |
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