-46.0%
TSLL vs MPC
+122.9%
-168.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -8.1% | +1.8% | -6.5% |
| 7D | -9.4% | -10.9% | +1.5% | -9.8% |
| 30D | +1.6% | -9.4% | +11.0% | +0.9% |
| 3M | +29.4% | +26.0% | +3.4% | +28.1% |
| 6M | -20.1% | +56.5% | -76.7% | -20.0% |
| YTD | -44.5% | +144.3% | -188.8% | -45.2% |
| 1Y | -46.0% | +117.2% | -163.2% | -48.0% |
| All | -46.0% | +122.9% | -168.9% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling