-23.4%
TSLL vs MKSI
+162.5%
-185.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +4.3% | -16.1% | -14.5% |
| 7D | +1.9% | +1.8% | +0.1% | +0.4% |
| 30D | +17.8% | -16.8% | +34.5% | +30.2% |
| 3M | -37.0% | -21.1% | -15.9% | -27.6% |
| 6M | -37.7% | +10.8% | -48.5% | -40.8% |
| YTD | -51.4% | +63.3% | -114.7% | -63.1% |
| 1Y | -23.4% | +157.0% | -180.3% | -39.6% |
| All | -23.4% | +162.5% | -185.9% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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