-60.9%
TSLL vs MNST
+42.9%
-103.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.9% | -20.0% | -21.4% |
| 7D | -28.9% | +3.2% | -32.1% | -29.3% |
| 30D | -21.4% | +10.6% | -32.0% | -23.5% |
| 3M | +5.0% | +1.3% | +3.7% | +4.5% |
| 6M | -36.6% | +26.2% | -62.8% | -41.6% |
| YTD | -56.6% | +24.8% | -81.4% | -60.6% |
| 1Y | -60.9% | +40.9% | -101.8% | -63.7% |
| All | -60.9% | +42.9% | -103.8% | -63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling