-52.0%
TSLL vs MKTX
-35.8%
-16.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +5.1% | +0.3% | +4.9% | +5.1% |
| 30D | +20.0% | +1.0% | +19.0% | +19.9% |
| 3M | -23.8% | +40.8% | -64.6% | -25.6% |
| 6M | -30.3% | -10.9% | -19.4% | -29.5% |
| YTD | -47.7% | -8.6% | -39.1% | -47.3% |
| 1Y | -21.2% | -11.6% | -9.6% | -20.3% |
| 3Y | -26.9% | -24.5% | -2.3% | -28.0% |
| All | -52.0% | -35.8% | -16.3% | -49.5% |
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