-23.4%
TSLL vs MPWR
+48.9%
-72.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.8% | -12.7% | -12.4% |
| 7D | +1.9% | -2.6% | +4.5% | +3.6% |
| 30D | +17.8% | -9.0% | +26.8% | +23.9% |
| 3M | -37.0% | -25.8% | -11.2% | -25.3% |
| 6M | -37.7% | +11.8% | -49.4% | -42.5% |
| YTD | -51.4% | +35.5% | -86.9% | -62.1% |
| 1Y | -23.4% | +45.3% | -68.7% | -34.5% |
| All | -23.4% | +48.9% | -72.3% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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