-3.8%
TSLL vs MPWR
+161.4%
-165.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.1% | -1.3% | -2.1% |
| 7D | -9.4% | +4.1% | -13.5% | -12.8% |
| 30D | +1.6% | -14.8% | +16.4% | +15.5% |
| 3M | +29.4% | -5.4% | +34.8% | +33.0% |
| 6M | -20.1% | -19.6% | -0.5% | -7.0% |
| YTD | -44.5% | +39.8% | -84.3% | -63.0% |
| 1Y | -46.0% | +32.5% | -78.5% | -61.9% |
| All | -3.8% | +161.4% | -165.3% | -65.6% |
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