-21.2%
TSLL vs MGY
+21.0%
-42.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | +0.1% |
| 7D | +5.1% | +1.5% | +3.6% | +5.3% |
| 30D | +20.0% | +6.8% | +13.1% | +21.9% |
| 3M | -23.8% | +2.6% | -26.4% | -22.0% |
| 6M | -30.3% | -3.1% | -27.2% | -30.7% |
| YTD | -47.7% | +29.4% | -77.1% | -54.6% |
| 1Y | -21.2% | +22.3% | -43.5% | -26.4% |
| All | -21.2% | +21.0% | -42.2% | -26.4% |
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