-55.4%
TSLL vs MPWR
+141.5%
-197.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.8% | -12.7% | -12.5% |
| 7D | +1.9% | -2.6% | +4.5% | +4.1% |
| 30D | +17.8% | -9.0% | +26.8% | +26.3% |
| 3M | -37.0% | -25.8% | -11.2% | -21.0% |
| 6M | -37.7% | +11.8% | -49.4% | -46.1% |
| YTD | -51.4% | +35.5% | -86.9% | -65.5% |
| 1Y | -23.4% | +45.3% | -68.7% | -49.0% |
| 3Y | -30.8% | +138.5% | -169.2% | -70.0% |
| All | -55.4% | +141.5% | -197.0% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling