-46.0%
TSLL vs MKSI
+40.1%
-86.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.0% | -1.3% | -3.4% |
| 7D | -9.4% | -10.7% | +1.2% | -3.4% |
| 30D | +1.6% | -30.5% | +32.1% | +25.5% |
| 3M | +29.4% | -39.2% | +68.6% | +71.0% |
| 6M | -20.1% | -33.0% | +12.9% | +1.7% |
| YTD | -44.5% | +22.3% | -66.8% | -46.0% |
| 1Y | -46.0% | +42.7% | -88.7% | -52.9% |
| All | -46.0% | +40.1% | -86.1% | -52.9% |
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