-24.9%
TSLL vs MPWR
+134.6%
-159.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -10.3% | -11.6% | -13.2% |
| 7D | -28.9% | -5.6% | -23.3% | -24.6% |
| 30D | -21.4% | -23.2% | +1.8% | -1.1% |
| 3M | +5.0% | -15.8% | +20.8% | +20.7% |
| 6M | -36.6% | -28.5% | -8.0% | -17.2% |
| YTD | -56.6% | +25.5% | -82.1% | -67.9% |
| 1Y | -60.9% | +13.9% | -74.8% | -68.1% |
| All | -24.9% | +134.6% | -159.4% | -70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling