-56.8%
TSLL vs MNDY
-41.3%
-15.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -6.3% | +14.9% | +11.3% |
| 7D | -21.2% | -8.0% | -13.2% | -18.5% |
| 30D | -13.3% | +5.3% | -18.6% | -16.5% |
| 3M | +15.4% | +0.4% | +15.0% | +11.7% |
| 6M | -34.2% | +18.9% | -53.1% | -44.0% |
| YTD | -52.9% | -40.4% | -12.5% | -45.2% |
| 1Y | -54.3% | -51.4% | -2.9% | -42.0% |
| 3Y | -18.4% | -32.3% | +13.9% | -22.1% |
| All | -56.8% | -41.3% | -15.6% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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