-6.3%
TSLL vs MKSI
+216.4%
-222.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +10.0% | +0.9% | +2.2% |
| 7D | -14.3% | +7.7% | -22.0% | -18.6% |
| 30D | -6.2% | -20.0% | +13.8% | +14.3% |
| 3M | +21.2% | -30.6% | +51.7% | +62.1% |
| 6M | -36.6% | -32.3% | -4.3% | -14.9% |
| YTD | -47.8% | +32.8% | -80.5% | -64.8% |
| 1Y | -45.2% | +37.3% | -82.5% | -64.3% |
| All | -6.3% | +216.4% | -222.7% | -66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling