-49.1%
TSLL vs MDT
+26.5%
-75.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.6% | -4.4% |
| 7D | +17.8% | +1.0% | +16.8% | +17.4% |
| 30D | +8.2% | +9.2% | -0.9% | +3.6% |
| 3M | +20.9% | +14.5% | +6.4% | +12.6% |
| 6M | -37.5% | +37.3% | -74.8% | -48.2% |
| YTD | -44.5% | +9.8% | -54.3% | -47.0% |
| 1Y | -33.0% | +10.5% | -43.5% | -36.6% |
| 3Y | -6.4% | +57.4% | -63.8% | -34.9% |
| All | -49.1% | +26.5% | -75.6% | -57.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling