-33.3%
TSLL vs MNDY
-46.0%
+12.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -6.4% | -5.4% | -9.3% |
| 7D | +1.9% | -9.6% | +11.5% | +6.5% |
| 30D | +17.8% | -0.4% | +18.2% | +17.8% |
| 3M | -37.0% | +4.3% | -41.3% | -38.8% |
| 6M | -37.7% | +19.8% | -57.5% | -45.2% |
| YTD | -51.4% | -38.3% | -13.1% | -42.4% |
| 1Y | -23.4% | -50.1% | +26.7% | -1.3% |
| All | -33.3% | -46.0% | +12.7% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling