-21.2%
TSLL vs MKTX
-11.2%
-10.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +5.1% | +0.3% | +4.9% | +5.2% |
| 30D | +20.0% | +1.0% | +19.0% | +20.1% |
| 3M | -23.8% | +40.8% | -64.6% | -16.2% |
| 6M | -30.3% | -10.9% | -19.4% | -39.3% |
| YTD | -47.7% | -8.6% | -39.1% | -54.8% |
| 1Y | -21.2% | -11.6% | -9.6% | -28.5% |
| All | -21.2% | -11.2% | -10.0% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling