-51.7%
TSLL vs MGY
+12.7%
-64.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | -0.2% |
| 7D | -11.0% | -6.1% | -4.9% | -8.2% |
| 30D | -5.3% | -3.9% | -1.4% | -3.9% |
| 3M | +20.8% | -11.0% | +31.8% | +26.9% |
| 6M | -36.0% | -15.6% | -20.4% | -32.4% |
| YTD | -47.3% | +7.8% | -55.1% | -55.8% |
| 1Y | -48.4% | +5.8% | -54.3% | -56.5% |
| 3Y | -5.4% | +16.5% | -22.0% | -19.5% |
| All | -51.7% | +12.7% | -64.4% | -57.0% |
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