-49.1%
TSLL vs MP
-7.3%
-41.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.1% | -1.2% | -4.3% |
| 7D | -9.4% | -12.5% | +3.1% | -4.5% |
| 30D | +1.6% | -23.3% | +24.9% | +12.6% |
| 3M | +29.4% | -24.4% | +53.8% | +44.2% |
| 6M | -20.1% | -45.8% | +25.6% | +0.2% |
| YTD | -44.5% | -28.9% | -15.6% | -38.9% |
| 1Y | -46.0% | -34.6% | -11.4% | -39.5% |
| 3Y | -4.3% | +118.7% | -123.0% | -61.0% |
| All | -49.1% | -7.3% | -41.8% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling