-33.3%
TSLL vs MGY
+21.8%
-55.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.5% | -10.3% | -10.9% |
| 7D | +1.9% | +2.1% | -0.2% | +0.5% |
| 30D | +17.8% | +13.8% | +4.0% | +7.9% |
| 3M | -37.0% | -4.3% | -32.7% | -36.2% |
| 6M | -37.7% | -5.1% | -32.6% | -40.0% |
| YTD | -51.4% | +24.8% | -76.2% | -64.9% |
| 1Y | -23.4% | +11.8% | -35.2% | -38.7% |
| All | -33.3% | +21.8% | -55.1% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling