-55.4%
TSLL vs MSCI
+21.0%
-76.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.3% | -11.6% | -11.6% |
| 7D | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | +17.8% | +0.6% | +17.2% | +17.2% |
| 3M | -37.0% | -7.1% | -29.9% | -34.1% |
| 6M | -37.7% | +0.8% | -38.5% | -40.7% |
| YTD | -51.4% | +1.0% | -52.4% | -54.7% |
| 1Y | -23.4% | +4.3% | -27.7% | -32.6% |
| 3Y | -30.8% | +9.9% | -40.7% | -41.6% |
| All | -55.4% | +21.0% | -76.4% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling