-55.4%
TSLL vs MNDY
-39.2%
-16.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -6.4% | -5.4% | -8.9% |
| 7D | +1.9% | -9.6% | +11.5% | +7.0% |
| 30D | +17.8% | -0.4% | +18.2% | +17.7% |
| 3M | -37.0% | +4.3% | -41.3% | -39.2% |
| 6M | -37.7% | +19.8% | -57.5% | -46.1% |
| YTD | -51.4% | -38.3% | -13.1% | -42.6% |
| 1Y | -23.4% | -50.1% | +26.7% | -1.6% |
| 3Y | -30.8% | -48.4% | +17.6% | -20.2% |
| All | -55.4% | -39.2% | -16.3% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling