-53.1%
TSLL vs MRNA
-22.4%
-30.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.1% | -2.4% |
| 7D | -7.3% | -8.2% | +0.9% | -6.3% |
| 30D | +15.8% | +125.6% | -109.8% | -8.3% |
| 3M | -19.5% | +197.1% | -216.5% | -42.5% |
| 6M | -32.1% | +148.5% | -180.5% | -48.6% |
| YTD | -48.9% | +363.3% | -412.1% | -68.8% |
| 1Y | -23.4% | +462.0% | -485.4% | -57.3% |
| 3Y | -28.6% | +26.9% | -55.5% | -41.9% |
| All | -53.1% | -22.4% | -30.8% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MRNA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling