-55.4%
TSLL vs MKTX
-35.7%
-19.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.9% | -11.9% |
| 7D | +1.9% | +0.4% | +1.5% | +1.9% |
| 30D | +17.8% | +1.1% | +16.7% | +17.7% |
| 3M | -37.0% | +36.1% | -73.1% | -38.4% |
| 6M | -37.7% | -12.9% | -24.8% | -36.8% |
| YTD | -51.4% | -8.5% | -42.8% | -51.0% |
| 1Y | -23.4% | -7.5% | -15.8% | -23.0% |
| 3Y | -30.8% | -28.3% | -2.4% | -30.2% |
| All | -55.4% | -35.7% | -19.7% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling