-3.8%
TSLL vs MP
+117.4%
-121.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.1% | -1.2% | -4.6% |
| 7D | -9.4% | -12.5% | +3.1% | -5.3% |
| 30D | +1.6% | -23.3% | +24.9% | +10.7% |
| 3M | +29.4% | -24.4% | +53.8% | +41.8% |
| 6M | -20.1% | -45.8% | +25.6% | -3.7% |
| YTD | -44.5% | -28.9% | -15.6% | -39.4% |
| 1Y | -46.0% | -34.6% | -11.4% | -40.1% |
| All | -3.8% | +117.4% | -121.2% | -55.3% |
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