-51.7%
TSLL vs MRNA
+42.5%
-94.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.8% | +7.7% | +1.9% |
| 7D | -11.0% | +9.8% | -20.8% | -12.1% |
| 30D | -5.3% | +11.5% | -16.8% | -6.8% |
| 3M | +20.8% | +319.4% | -298.6% | -12.6% |
| 6M | -36.0% | +361.5% | -397.5% | -55.8% |
| YTD | -47.3% | +750.6% | -797.8% | -70.5% |
| 1Y | -48.4% | +913.0% | -961.5% | -72.9% |
| 3Y | -5.4% | +258.1% | -263.5% | -38.3% |
| All | -51.7% | +42.5% | -94.2% | -58.7% |
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