-21.2%
TSLL vs MKSI
+146.1%
-167.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.8% |
| 7D | +5.1% | +6.6% | -1.5% | +0.6% |
| 30D | +20.0% | -8.2% | +28.2% | +25.0% |
| 3M | -23.8% | -16.4% | -7.3% | -15.7% |
| 6M | -30.3% | +23.0% | -53.2% | -37.3% |
| YTD | -47.7% | +68.2% | -115.8% | -61.2% |
| 1Y | -21.2% | +148.6% | -169.8% | -49.3% |
| All | -21.2% | +146.1% | -167.3% | -49.3% |
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