-52.0%
TSLL vs MGY
+35.2%
-87.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -1.0% |
| 7D | +5.1% | +1.5% | +3.6% | +4.4% |
| 30D | +20.0% | +6.8% | +13.1% | +15.5% |
| 3M | -23.8% | +2.6% | -26.4% | -26.5% |
| 6M | -30.3% | -3.1% | -27.2% | -32.7% |
| YTD | -47.7% | +29.4% | -77.1% | -59.8% |
| 1Y | -21.2% | +22.3% | -43.5% | -37.0% |
| 3Y | -26.9% | +26.6% | -53.4% | -41.1% |
| All | -52.0% | +35.2% | -87.3% | -60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling