-54.3%
TSLL vs MOD
-37.3%
-17.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.7% | +2.9% | +6.3% |
| 7D | -21.2% | -25.5% | +4.3% | -12.0% |
| 30D | -13.3% | -49.0% | +35.7% | +12.1% |
| 3M | +15.4% | -49.8% | +65.2% | +48.8% |
| 6M | -34.2% | -64.8% | +30.5% | -3.3% |
| YTD | -52.9% | -27.6% | -25.3% | -44.3% |
| 1Y | -54.3% | -35.2% | -19.1% | -46.5% |
| All | -54.3% | -37.3% | -17.0% | -46.5% |
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