-52.1%
TSLL vs MTB
+41.7%
-93.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.3% | +8.6% | +8.5% |
| 7D | -14.3% | -0.8% | -13.6% | -13.1% |
| 30D | -6.2% | +2.4% | -8.6% | -8.1% |
| 3M | +21.2% | -10.5% | +31.7% | +35.8% |
| 6M | -36.6% | +6.4% | -43.0% | -40.6% |
| YTD | -47.8% | +12.8% | -60.6% | -55.0% |
| 1Y | -45.2% | +23.3% | -68.5% | -57.4% |
| 3Y | -3.3% | +108.2% | -111.5% | -45.8% |
| All | -52.1% | +41.7% | -93.9% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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