-56.8%
TSLL vs MDY
+51.1%
-108.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.6% | +8.0% | +6.9% |
| 7D | -21.2% | -1.7% | -19.6% | -16.0% |
| 30D | -13.3% | -0.9% | -12.4% | -9.0% |
| 3M | +15.4% | -5.7% | +21.1% | +38.7% |
| 6M | -34.2% | -2.9% | -31.3% | -24.3% |
| YTD | -52.9% | +9.8% | -62.7% | -60.7% |
| 1Y | -54.3% | +13.5% | -67.8% | -65.1% |
| 3Y | -18.4% | +51.9% | -70.3% | -57.6% |
| All | -56.8% | +51.1% | -108.0% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling