-26.7%
TSLL vs MRNA
+30.4%
-57.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -3.6% | +11.5% | +8.3% |
| 7D | +5.8% | -9.0% | +14.8% | +7.0% |
| 30D | +21.7% | +137.2% | -115.5% | -2.3% |
| 3M | -28.2% | +194.8% | -223.0% | -47.1% |
| 6M | -29.5% | +167.2% | -196.7% | -46.4% |
| YTD | -47.5% | +375.9% | -423.4% | -67.2% |
| 1Y | -20.8% | +465.2% | -485.9% | -54.5% |
| 3Y | -26.7% | +30.4% | -57.1% | -38.1% |
| All | -26.7% | +30.4% | -57.1% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling