-47.2%
TSLL vs MDY
+54.8%
-101.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.5% | +6.5% |
| 7D | +33.0% | +3.0% | +29.9% | +23.2% |
| 30D | +7.7% | +0.8% | +6.9% | +8.1% |
| 3M | +34.7% | -5.1% | +39.9% | +59.5% |
| 6M | -31.5% | +1.2% | -32.7% | -29.0% |
| YTD | -42.4% | +12.5% | -54.8% | -54.7% |
| 1Y | -39.7% | +13.8% | -53.4% | -54.0% |
| 3Y | +3.4% | +56.4% | -53.1% | -50.1% |
| All | -47.2% | +54.8% | -101.9% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling