-56.8%
TSLL vs MSCI
+35.3%
-92.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.3% | +10.9% | +10.5% |
| 7D | -21.2% | +2.8% | -24.0% | -23.1% |
| 30D | -13.3% | +15.4% | -28.7% | -23.7% |
| 3M | +15.4% | +13.4% | +2.0% | +2.8% |
| 6M | -34.2% | +10.9% | -45.1% | -42.2% |
| YTD | -52.9% | +13.0% | -65.9% | -60.4% |
| 1Y | -54.3% | +12.0% | -66.4% | -61.5% |
| 3Y | -18.4% | +34.1% | -52.5% | -43.7% |
| All | -56.8% | +35.3% | -92.2% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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