-60.3%
TSLL vs MSI
+119.3%
-179.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +4.0% | -25.9% | -24.4% |
| 7D | -28.9% | +5.1% | -34.0% | -31.7% |
| 30D | -21.4% | +13.3% | -34.7% | -28.5% |
| 3M | +5.0% | +18.3% | -13.3% | -8.0% |
| 6M | -36.6% | +18.7% | -55.3% | -45.6% |
| YTD | -56.6% | +36.0% | -92.6% | -67.8% |
| 1Y | -60.9% | +32.6% | -93.4% | -70.2% |
| 3Y | -25.2% | +78.3% | -103.5% | -53.5% |
| All | -60.3% | +119.3% | -179.5% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling