-18.4%
TSLL vs MDT
+54.6%
-73.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.9% | +11.5% | +9.1% |
| 7D | -21.2% | +5.4% | -26.7% | -22.1% |
| 30D | -13.3% | +19.1% | -32.4% | -17.0% |
| 3M | +15.4% | +19.5% | -4.1% | +9.9% |
| 6M | -34.2% | +33.5% | -67.7% | -40.6% |
| YTD | -52.9% | +8.7% | -61.6% | -52.5% |
| 1Y | -54.3% | +16.8% | -71.1% | -56.5% |
| 3Y | -18.4% | +53.0% | -71.3% | -38.2% |
| All | -18.4% | +54.6% | -73.0% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling