-51.7%
TSLL vs MKTX
-35.0%
-16.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -11.0% | -0.4% | -10.7% | -11.0% |
| 30D | -5.3% | +0.3% | -5.6% | -5.3% |
| 3M | +20.8% | +2.1% | +18.7% | +20.6% |
| 6M | -36.0% | +13.1% | -49.1% | -36.6% |
| YTD | -47.3% | -7.6% | -39.7% | -47.0% |
| 1Y | -48.4% | -0.5% | -47.9% | -48.6% |
| 3Y | -5.4% | -22.7% | +17.2% | -6.9% |
| All | -51.7% | -35.0% | -16.7% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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