-49.1%
TSLL vs MRNA
+26.9%
-76.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.3% | -3.2% |
| 7D | +17.8% | -12.1% | +30.0% | +19.9% |
| 30D | +8.2% | -1.3% | +9.5% | +8.3% |
| 3M | +20.9% | +250.9% | -230.1% | -9.4% |
| 6M | -37.5% | +343.0% | -380.5% | -57.1% |
| YTD | -44.5% | +657.4% | -701.9% | -68.5% |
| 1Y | -33.0% | +794.9% | -827.9% | -64.2% |
| 3Y | -6.4% | +218.1% | -224.5% | -37.9% |
| All | -49.1% | +26.9% | -76.1% | -55.8% |
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