-55.4%
TSLL vs MSI
+98.0%
-153.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.9% | -11.0% | -11.2% |
| 7D | +1.9% | -3.7% | +5.6% | +4.4% |
| 30D | +17.8% | +6.8% | +10.9% | +11.6% |
| 3M | -37.0% | +14.3% | -51.3% | -43.5% |
| 6M | -37.7% | -1.6% | -36.1% | -37.7% |
| YTD | -51.4% | +22.8% | -74.2% | -60.9% |
| 1Y | -23.4% | -1.1% | -22.3% | -24.3% |
| 3Y | -30.8% | +70.5% | -101.3% | -55.3% |
| All | -55.4% | +98.0% | -153.4% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling