-52.1%
TSLL vs MDT
+26.4%
-78.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.0% | +9.9% | +10.5% |
| 7D | -14.3% | +3.5% | -17.8% | -15.8% |
| 30D | -6.2% | +16.2% | -22.3% | -12.8% |
| 3M | +21.2% | +18.9% | +2.3% | +10.8% |
| 6M | -36.6% | +37.3% | -73.9% | -47.6% |
| YTD | -47.8% | +9.7% | -57.5% | -50.1% |
| 1Y | -45.2% | +15.2% | -60.4% | -49.9% |
| 3Y | -3.3% | +61.8% | -65.0% | -34.3% |
| All | -52.1% | +26.4% | -78.5% | -60.2% |
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