-20.1%
TSLL vs MNST
+28.1%
-48.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.3% | -9.7% | -6.9% |
| 7D | -9.4% | +6.8% | -16.2% | -10.6% |
| 30D | +1.6% | +12.0% | -10.5% | -1.3% |
| 3M | +29.4% | +3.5% | +25.9% | +27.9% |
| 6M | -20.1% | +29.7% | -49.8% | -26.7% |
| All | -20.1% | +28.1% | -48.2% | -26.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling