-6.4%
TSLL vs MTB
+106.3%
-112.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -4.5% |
| 7D | +17.8% | +1.5% | +16.3% | +15.7% |
| 30D | +8.2% | +2.3% | +5.9% | +5.5% |
| 3M | +20.9% | -12.1% | +33.0% | +42.1% |
| 6M | -37.5% | +9.8% | -47.3% | -44.7% |
| YTD | -44.5% | +12.0% | -56.5% | -54.2% |
| 1Y | -33.0% | +22.0% | -55.0% | -51.7% |
| 3Y | -6.4% | +107.6% | -114.0% | -50.4% |
| All | -6.4% | +106.3% | -112.6% | -50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling