-46.0%
TSLL vs MDT
+20.2%
-66.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.1% | -12.5% | -3.3% |
| 7D | -9.4% | +10.7% | -20.2% | -4.6% |
| 30D | +1.6% | +19.3% | -17.7% | +10.7% |
| 3M | +29.4% | +22.8% | +6.6% | +42.9% |
| 6M | -20.1% | +36.4% | -56.5% | -6.6% |
| YTD | -44.5% | +12.1% | -56.6% | -36.6% |
| 1Y | -46.0% | +19.9% | -65.9% | -37.1% |
| All | -46.0% | +20.2% | -66.3% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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