-51.7%
TSLL vs MKSI
+90.1%
-141.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.2% |
| 7D | -11.0% | +4.0% | -15.1% | -12.7% |
| 30D | -5.3% | -19.3% | +14.0% | +14.2% |
| 3M | +20.8% | -26.9% | +47.7% | +54.1% |
| 6M | -36.0% | -31.7% | -4.3% | -14.9% |
| YTD | -47.3% | +33.9% | -81.2% | -63.6% |
| 1Y | -48.4% | +34.9% | -83.3% | -64.6% |
| 3Y | -5.4% | +207.2% | -212.7% | -69.0% |
| All | -51.7% | +90.1% | -141.8% | -78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling