-55.4%
TSLL vs MDT
+14.8%
-70.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.1% | -13.0% | -12.4% |
| 7D | +1.9% | +3.2% | -1.3% | +0.2% |
| 30D | +17.8% | +9.5% | +8.2% | +12.4% |
| 3M | -37.0% | +16.0% | -53.0% | -42.3% |
| 6M | -37.7% | +0.2% | -37.9% | -37.2% |
| YTD | -51.4% | -0.3% | -51.1% | -51.2% |
| 1Y | -23.4% | +4.7% | -28.1% | -26.4% |
| 3Y | -30.8% | +26.5% | -57.3% | -43.9% |
| All | -55.4% | +14.8% | -70.3% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling