-48.9%
TSLL vs MRSH
+32.9%
-81.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.8% |
| 7D | +0.5% | -1.4% | +1.8% | +0.6% |
| 30D | +2.7% | +17.5% | -14.9% | +0.1% |
| 3M | +26.3% | +9.1% | +17.1% | +24.8% |
| 6M | -37.2% | +29.9% | -67.1% | -42.2% |
| YTD | -44.2% | +14.3% | -58.5% | -45.8% |
| 1Y | -44.0% | +16.6% | -60.5% | -46.4% |
| 3Y | 0.0% | +9.1% | -9.0% | +3.0% |
| All | -48.9% | +32.9% | -81.8% | -54.2% |
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