-23.4%
TSLL vs MGY
+15.5%
-38.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.5% | -10.3% | -12.2% |
| 7D | +1.9% | +2.1% | -0.2% | +2.4% |
| 30D | +17.8% | +13.8% | +4.0% | +22.5% |
| 3M | -37.0% | -4.3% | -32.7% | -36.4% |
| 6M | -37.7% | -5.1% | -32.6% | -38.7% |
| YTD | -51.4% | +24.8% | -76.2% | -56.9% |
| 1Y | -23.4% | +11.8% | -35.2% | -26.9% |
| All | -23.4% | +15.5% | -38.9% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 1y: compounded portfolio wealth divided by compounded MGY 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…
1y analysis · Full analysis span regression · 6 months rolling