-52.1%
TSLL vs MDY
+55.9%
-108.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.2% | +7.7% | +2.4% |
| 7D | -14.3% | +0.7% | -15.0% | -13.9% |
| 30D | -6.2% | +1.3% | -7.5% | -6.9% |
| 3M | +21.2% | -4.1% | +25.3% | +39.4% |
| 6M | -36.6% | +1.0% | -37.6% | -33.9% |
| YTD | -47.8% | +13.3% | -61.1% | -59.8% |
| 1Y | -45.2% | +15.7% | -61.0% | -60.1% |
| 3Y | -3.3% | +59.6% | -62.8% | -55.2% |
| All | -52.1% | +55.9% | -108.0% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling