-51.9%
TSLL vs MOH
-40.2%
-11.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.2% | +10.1% | +8.2% |
| 7D | +5.8% | -3.3% | +9.1% | +6.3% |
| 30D | +21.7% | -0.1% | +21.8% | +21.6% |
| 3M | -28.2% | -1.1% | -27.2% | -27.7% |
| 6M | -29.5% | +35.9% | -65.3% | -32.1% |
| YTD | -47.5% | +13.1% | -60.7% | -48.7% |
| 1Y | -20.8% | +11.8% | -32.6% | -23.5% |
| 3Y | -26.7% | -38.7% | +12.0% | -24.4% |
| All | -51.9% | -40.2% | -11.8% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling