-55.4%
TSLL vs MNST
+97.4%
-152.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.6% | -11.3% | -11.5% |
| 7D | +1.9% | -6.5% | +8.4% | +5.8% |
| 30D | +17.8% | -7.2% | +25.0% | +22.3% |
| 3M | -37.0% | -1.0% | -36.0% | -36.9% |
| 6M | -37.7% | +11.5% | -49.2% | -42.4% |
| YTD | -51.4% | +14.3% | -65.7% | -56.1% |
| 1Y | -23.4% | +38.1% | -61.5% | -39.7% |
| 3Y | -30.8% | +55.0% | -85.8% | -49.5% |
| All | -55.4% | +97.4% | -152.9% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling