-56.8%
TSLL vs MNST
+106.0%
-162.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -4.4% | +13.1% | +11.0% |
| 7D | -21.2% | -3.4% | -17.8% | -19.8% |
| 30D | -13.3% | +6.6% | -19.9% | -16.8% |
| 3M | +15.4% | -2.9% | +18.3% | +16.0% |
| 6M | -34.2% | +18.4% | -52.7% | -41.6% |
| YTD | -52.9% | +19.3% | -72.2% | -58.7% |
| 1Y | -54.3% | +37.9% | -92.2% | -63.8% |
| 3Y | -18.4% | +62.9% | -81.3% | -42.8% |
| All | -56.8% | +106.0% | -162.8% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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