-56.8%
TSLL vs MDT
+25.2%
-82.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.9% | +11.5% | +9.8% |
| 7D | -21.2% | +5.4% | -26.7% | -23.2% |
| 30D | -13.3% | +19.1% | -32.4% | -20.4% |
| 3M | +15.4% | +19.5% | -4.1% | +5.1% |
| 6M | -34.2% | +33.5% | -67.7% | -44.9% |
| YTD | -52.9% | +8.7% | -61.6% | -54.9% |
| 1Y | -54.3% | +16.8% | -71.1% | -58.9% |
| 3Y | -18.4% | +53.0% | -71.3% | -42.1% |
| All | -56.8% | +25.2% | -82.0% | -64.0% |
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