-60.3%
TSLL vs MNST
+115.5%
-175.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.9% | -20.0% | -20.8% |
| 7D | -28.9% | +3.2% | -32.1% | -30.0% |
| 30D | -21.4% | +10.6% | -32.0% | -25.9% |
| 3M | +5.0% | +1.3% | +3.7% | +3.5% |
| 6M | -36.6% | +26.2% | -62.8% | -45.5% |
| YTD | -56.6% | +24.8% | -81.4% | -62.8% |
| 1Y | -60.9% | +40.9% | -101.8% | -69.1% |
| 3Y | -25.2% | +72.2% | -97.4% | -49.2% |
| All | -60.3% | +115.5% | -175.8% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling