-48.9%
TSLL vs MOH
-36.2%
-12.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.4% | +4.4% | +5.6% |
| 7D | +0.5% | -7.6% | +8.1% | +1.6% |
| 30D | +2.7% | +2.4% | +0.3% | +2.3% |
| 3M | +26.3% | +7.6% | +18.7% | +24.6% |
| 6M | -37.2% | +13.0% | -50.2% | -37.9% |
| YTD | -44.2% | +20.6% | -64.8% | -46.1% |
| 1Y | -44.0% | +45.8% | -89.8% | -48.2% |
| 3Y | 0.0% | -41.6% | +41.6% | +7.7% |
| All | -48.9% | -36.2% | -12.7% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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