-48.8%
TSLL vs MDLN
+20.5%
-69.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.1% | +2.7% | +5.7% |
| 7D | +0.5% | +4.5% | -4.0% | +0.3% |
| 30D | +2.7% | +17.9% | -15.2% | +2.8% |
| 3M | +26.3% | +20.3% | +6.0% | +25.6% |
| 6M | -37.2% | +7.4% | -44.6% | -36.3% |
| YTD | -44.2% | +0.4% | -44.6% | -43.4% |
| All | -48.8% | +20.5% | -69.2% | -47.9% |
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