-60.3%
TSLL vs MPC
+349.9%
-410.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.9% | -18.0% | -20.1% |
| 7D | -28.9% | -12.8% | -16.1% | -24.0% |
| 30D | -21.4% | -12.7% | -8.7% | -16.8% |
| 3M | +5.0% | +27.1% | -22.1% | -8.5% |
| 6M | -36.6% | +45.8% | -82.4% | -49.1% |
| YTD | -56.6% | +134.7% | -191.4% | -74.3% |
| 1Y | -60.9% | +106.0% | -166.9% | -75.1% |
| 3Y | -25.2% | +165.5% | -190.7% | -60.0% |
| All | -60.3% | +349.9% | -410.1% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling