-51.8%
TSLL vs MDLN
-0.9%
-50.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -5.2% | +13.1% | +8.3% |
| 7D | +5.8% | -1.2% | +7.0% | +5.7% |
| 30D | +21.7% | -1.5% | +23.2% | +21.3% |
| 3M | -28.2% | +2.6% | -30.9% | -28.1% |
| 6M | -29.5% | -20.9% | -8.6% | -27.8% |
| YTD | -47.5% | -17.4% | -30.1% | -46.6% |
| All | -51.8% | -0.9% | -50.9% | -50.9% |
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