-23.4%
TSLL vs MPC
+120.1%
-143.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.2% | -11.9% |
| 7D | +1.9% | +5.4% | -3.5% | +1.3% |
| 30D | +17.8% | +31.0% | -13.2% | +13.9% |
| 3M | -37.0% | +46.0% | -83.0% | -39.7% |
| 6M | -37.7% | +77.3% | -115.0% | -43.1% |
| YTD | -51.4% | +141.9% | -193.3% | -60.9% |
| 1Y | -23.4% | +120.9% | -144.3% | -28.8% |
| All | -23.4% | +120.1% | -143.4% | -28.8% |
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