-55.4%
TSLL vs MOH
-38.8%
-16.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.0% | -10.8% | -11.7% |
| 7D | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | +17.8% | +2.9% | +14.9% | +17.2% |
| 3M | -37.0% | +4.1% | -41.2% | -36.9% |
| 6M | -37.7% | +33.8% | -71.5% | -39.9% |
| YTD | -51.4% | +15.7% | -67.1% | -52.6% |
| 1Y | -23.4% | +17.5% | -40.9% | -26.7% |
| 3Y | -30.8% | -35.3% | +4.5% | -29.8% |
| All | -55.4% | -38.8% | -16.7% | -52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling