-48.9%
TSLL vs MDT
+15.5%
-64.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.0% | +9.9% | +11.4% |
| 7D | -14.3% | +3.5% | -17.8% | -12.7% |
| 30D | -6.2% | +16.2% | -22.3% | +0.8% |
| 3M | +21.2% | +18.9% | +2.3% | +31.5% |
| 6M | -36.6% | +37.3% | -73.9% | -27.0% |
| YTD | -47.8% | +9.7% | -57.5% | -40.7% |
| All | -48.9% | +15.5% | -64.4% | -41.9% |
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