-55.4%
TSLL vs MP
+40.7%
-96.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.4% | -13.2% | -12.4% |
| 7D | +1.9% | -2.9% | +4.7% | +2.8% |
| 30D | +17.8% | +13.8% | +3.9% | +11.8% |
| 3M | -37.0% | -16.7% | -20.3% | -32.4% |
| 6M | -37.7% | -11.5% | -26.2% | -36.1% |
| YTD | -51.4% | +7.9% | -59.3% | -54.5% |
| 1Y | -23.4% | -15.0% | -8.3% | -26.7% |
| 3Y | -30.8% | +153.5% | -184.3% | -70.8% |
| All | -55.4% | +40.7% | -96.2% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling