-60.3%
TSLL vs MDT
+28.9%
-89.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.1% | -21.8% | -21.8% |
| 7D | -28.9% | +8.0% | -36.8% | -31.2% |
| 30D | -21.4% | +20.4% | -41.8% | -28.0% |
| 3M | +5.0% | +22.9% | -17.9% | -5.3% |
| 6M | -36.6% | +37.1% | -73.7% | -47.3% |
| YTD | -56.6% | +11.9% | -68.6% | -58.9% |
| 1Y | -60.9% | +19.8% | -80.7% | -65.0% |
| 3Y | -25.2% | +59.4% | -84.6% | -48.0% |
| All | -60.3% | +28.9% | -89.2% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling