-55.4%
TSLL vs MOD
+1,145.4%
-1,200.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +4.3% | -16.2% | -14.3% |
| 7D | +1.9% | +9.6% | -7.7% | -3.7% |
| 30D | +17.8% | 0.0% | +17.7% | +17.1% |
| 3M | -37.0% | -35.4% | -1.6% | -20.0% |
| 6M | -37.7% | -7.3% | -30.4% | -37.7% |
| YTD | -51.4% | +45.8% | -97.2% | -64.5% |
| 1Y | -23.4% | +43.1% | -66.5% | -45.1% |
| 3Y | -30.8% | +297.7% | -328.5% | -71.6% |
| All | -55.4% | +1,145.4% | -1,200.9% | -90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling