-54.3%
TSLL vs MSI
+32.4%
-86.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.5% | +9.1% | +8.5% |
| 7D | -21.2% | +4.7% | -25.9% | -20.2% |
| 30D | -13.3% | +14.8% | -28.1% | -11.5% |
| 3M | +15.4% | +8.8% | +6.6% | +17.3% |
| 6M | -34.2% | +19.3% | -53.5% | -32.9% |
| YTD | -52.9% | +35.3% | -88.2% | -54.1% |
| 1Y | -54.3% | +33.8% | -88.1% | -49.3% |
| All | -54.3% | +32.4% | -86.8% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling