-51.9%
TSLL vs MRSH
+14.9%
-66.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.8% | +10.7% | +8.4% |
| 7D | +5.8% | -3.8% | +9.6% | +6.6% |
| 30D | +21.7% | -5.8% | +27.5% | +23.1% |
| 3M | -28.2% | +11.7% | -39.9% | -31.7% |
| 6M | -29.5% | -0.3% | -29.1% | -29.8% |
| YTD | -47.5% | -1.1% | -46.4% | -47.8% |
| 1Y | -20.8% | -9.5% | -11.3% | -16.3% |
| 3Y | -26.7% | -2.6% | -24.2% | -25.0% |
| All | -51.9% | +14.9% | -66.8% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling