-24.9%
TSLL vs MPC
+163.4%
-188.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.9% | -18.0% | -19.8% |
| 7D | -28.9% | -12.8% | -16.1% | -23.4% |
| 30D | -21.4% | -12.7% | -8.7% | -16.3% |
| 3M | +5.0% | +27.1% | -22.1% | -10.9% |
| 6M | -36.6% | +45.8% | -82.4% | -51.2% |
| YTD | -56.6% | +134.7% | -191.4% | -77.4% |
| 1Y | -60.9% | +106.0% | -166.9% | -77.6% |
| All | -24.9% | +163.4% | -188.2% | -66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling