-49.1%
TSLL vs MPWR
+149.3%
-198.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.1% | -1.3% | -2.2% |
| 7D | -9.4% | +4.1% | -13.5% | -12.8% |
| 30D | +1.6% | -14.8% | +16.4% | +15.2% |
| 3M | +29.4% | -5.4% | +34.8% | +33.0% |
| 6M | -20.1% | -19.6% | -0.5% | -7.2% |
| YTD | -44.5% | +39.8% | -84.3% | -62.0% |
| 1Y | -46.0% | +32.5% | -78.5% | -61.0% |
| 3Y | -4.3% | +161.4% | -165.7% | -61.7% |
| All | -49.1% | +149.3% | -198.4% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling