-49.1%
TSLL vs MKTX
-34.7%
-14.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.8% | -3.7% |
| 7D | +17.8% | +0.2% | +17.6% | +17.8% |
| 30D | +8.2% | +0.9% | +7.3% | +8.2% |
| 3M | +20.9% | +2.6% | +18.3% | +20.6% |
| 6M | -37.5% | +20.4% | -57.9% | -38.3% |
| YTD | -44.5% | -7.1% | -37.4% | -44.2% |
| 1Y | -33.0% | -2.8% | -30.2% | -33.0% |
| 3Y | -6.4% | -21.7% | +15.4% | -8.1% |
| All | -49.1% | -34.7% | -14.5% | -46.5% |
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