-35.3%
TSLL vs MPC
+181.4%
-216.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.2% | -12.0% |
| 7D | +1.9% | +5.4% | -3.5% | -1.1% |
| 30D | +17.8% | +31.0% | -13.2% | +0.9% |
| 3M | -37.0% | +46.0% | -83.0% | -49.5% |
| 6M | -37.7% | +77.3% | -115.0% | -57.2% |
| YTD | -51.4% | +141.9% | -193.3% | -73.7% |
| 1Y | -23.4% | +120.9% | -144.3% | -55.9% |
| All | -35.3% | +181.4% | -216.7% | -67.9% |
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