-37.0%
TSLL vs MOH
+6.0%
-43.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.0% | -10.8% | -11.1% |
| 7D | +1.9% | +0.4% | +1.5% | +1.6% |
| 30D | +17.8% | +2.9% | +14.9% | +14.0% |
| 3M | -37.0% | +4.1% | -41.2% | -34.6% |
| All | -37.0% | +6.0% | -43.0% | -34.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling