-24.9%
TSLL vs MP
+104.2%
-129.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -6.0% | -15.8% | -19.8% |
| 7D | -28.9% | -19.0% | -9.9% | -23.3% |
| 30D | -21.4% | -30.5% | +9.0% | -11.0% |
| 3M | +5.0% | -29.6% | +34.6% | +18.4% |
| 6M | -36.6% | -50.4% | +13.9% | -20.8% |
| YTD | -56.6% | -33.2% | -23.4% | -51.4% |
| 1Y | -60.9% | -38.6% | -22.3% | -55.4% |
| All | -24.9% | +104.2% | -129.1% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 3y: compounded portfolio wealth divided by compounded MP 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…
3y analysis · Full analysis span regression · 6 months rolling