-52.0%
TSLL vs MRNA
-23.0%
-29.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.2% |
| 7D | +5.1% | -10.1% | +15.2% | +6.6% |
| 30D | +20.0% | +126.7% | -106.8% | -5.2% |
| 3M | -23.8% | +184.1% | -207.9% | -44.8% |
| 6M | -30.3% | +143.3% | -173.6% | -47.0% |
| YTD | -47.7% | +359.9% | -407.5% | -68.0% |
| 1Y | -21.2% | +454.2% | -475.4% | -55.9% |
| 3Y | -26.9% | +26.0% | -52.9% | -40.5% |
| All | -52.0% | -23.0% | -29.1% | -55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling