-23.4%
TSLL vs MOD
+45.0%
-68.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +4.3% | -16.2% | -13.6% |
| 7D | +1.9% | +9.6% | -7.7% | -2.1% |
| 30D | +17.8% | 0.0% | +17.7% | +17.3% |
| 3M | -37.0% | -35.4% | -1.6% | -25.7% |
| 6M | -37.7% | -7.3% | -30.4% | -36.0% |
| YTD | -51.4% | +45.8% | -97.2% | -57.4% |
| 1Y | -23.4% | +43.1% | -66.5% | -31.2% |
| All | -23.4% | +45.0% | -68.3% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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