-53.1%
TSLL vs MRSH
+12.9%
-66.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -7.3% | -5.9% | -1.4% | -6.2% |
| 30D | +15.8% | -7.3% | +23.1% | +17.4% |
| 3M | -19.5% | +6.7% | -26.1% | -22.2% |
| 6M | -32.1% | +3.0% | -35.1% | -34.2% |
| YTD | -48.9% | -2.9% | -46.0% | -49.0% |
| 1Y | -23.4% | -9.0% | -14.4% | -20.4% |
| 3Y | -28.6% | -4.3% | -24.3% | -26.7% |
| All | -53.1% | +12.9% | -66.0% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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