-52.0%
TSLL vs MNDY
-45.8%
-6.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +1.2% |
| 7D | +5.1% | -14.1% | +19.2% | +12.4% |
| 30D | +20.0% | -8.5% | +28.5% | +24.0% |
| 3M | -23.8% | -2.5% | -21.2% | -24.6% |
| 6M | -30.3% | +0.1% | -30.3% | -34.8% |
| YTD | -47.7% | -45.0% | -2.6% | -35.3% |
| 1Y | -21.2% | -58.1% | +36.9% | +9.8% |
| 3Y | -26.9% | -52.6% | +25.7% | -13.2% |
| All | -52.0% | -45.8% | -6.2% | -53.3% |
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