-48.4%
TSLL vs MGY
+7.6%
-56.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +1.8% |
| 7D | -11.0% | -6.1% | -4.9% | -13.0% |
| 30D | -5.3% | -3.9% | -1.4% | -6.3% |
| 3M | +20.8% | -11.0% | +31.8% | +16.7% |
| 6M | -36.0% | -15.6% | -20.4% | -38.9% |
| YTD | -47.3% | +7.8% | -55.1% | -49.1% |
| 1Y | -48.4% | +5.8% | -54.3% | -50.3% |
| All | -48.4% | +7.6% | -56.0% | -50.3% |
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 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