-49.1%
TSLL vs MOD
+530.6%
-579.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -21.4% | +15.1% | +5.6% |
| 7D | -9.4% | -31.3% | +21.9% | +9.8% |
| 30D | +1.6% | -46.1% | +47.7% | +40.7% |
| 3M | +29.4% | -51.1% | +80.5% | +86.9% |
| 6M | -20.1% | -62.1% | +41.9% | +30.9% |
| YTD | -44.5% | -26.2% | -18.3% | -42.4% |
| 1Y | -46.0% | -32.6% | -13.5% | -41.8% |
| 3Y | -4.3% | +133.8% | -138.1% | -47.2% |
| All | -49.1% | +530.6% | -579.7% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling