-2.8%
TSLL vs MDY
+57.0%
-59.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.5% | +7.0% |
| 7D | +33.0% | +3.0% | +29.9% | +21.7% |
| 30D | +7.7% | +0.8% | +6.9% | +7.9% |
| 3M | +34.7% | -5.1% | +39.9% | +63.1% |
| 6M | -31.5% | +1.2% | -32.7% | -29.1% |
| YTD | -42.4% | +12.5% | -54.8% | -57.2% |
| 1Y | -39.7% | +13.8% | -53.4% | -56.9% |
| All | -2.8% | +57.0% | -59.8% | -51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling