-51.9%
TSLL vs MKTX
-35.7%
-16.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | 0.0% | +7.9% | +7.9% |
| 7D | +5.8% | +0.4% | +5.4% | +5.8% |
| 30D | +21.7% | +1.0% | +20.7% | +21.6% |
| 3M | -28.2% | +41.3% | -69.5% | -30.0% |
| 6M | -29.5% | -11.3% | -18.1% | -28.6% |
| YTD | -47.5% | -8.6% | -39.0% | -47.2% |
| 1Y | -20.8% | -11.1% | -9.7% | -19.9% |
| 3Y | -26.7% | -24.5% | -2.2% | -27.8% |
| All | -51.9% | -35.7% | -16.2% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling