-49.1%
TSLL vs MGY
+20.4%
-69.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -4.6% |
| 7D | +17.8% | +4.5% | +13.3% | +14.7% |
| 30D | +8.2% | -0.4% | +8.7% | +7.9% |
| 3M | +20.9% | -4.3% | +25.2% | +22.3% |
| 6M | -37.5% | -12.9% | -24.6% | -34.8% |
| YTD | -44.5% | +15.2% | -59.7% | -55.1% |
| 1Y | -33.0% | +10.3% | -43.3% | -44.3% |
| 3Y | -6.4% | +23.6% | -30.0% | -22.9% |
| All | -49.1% | +20.4% | -69.5% | -56.3% |
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