-55.4%
TSLL vs MRNA
-17.3%
-38.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.2% | -9.6% | -11.6% |
| 7D | +1.9% | +5.5% | -3.6% | +1.0% |
| 30D | +17.8% | +158.7% | -141.0% | -9.6% |
| 3M | -37.0% | +182.1% | -219.1% | -53.6% |
| 6M | -37.7% | +151.8% | -189.5% | -52.6% |
| YTD | -51.4% | +393.6% | -444.9% | -70.6% |
| 1Y | -23.4% | +499.5% | -522.8% | -57.6% |
| 3Y | -30.8% | +29.3% | -60.1% | -43.4% |
| All | -55.4% | -17.3% | -38.1% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling