-18.4%
TSLL vs MTB
+95.2%
-113.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.9% | +9.6% | +9.8% |
| 7D | -21.2% | -1.3% | -19.9% | -19.4% |
| 30D | -13.3% | +0.5% | -13.8% | -13.6% |
| 3M | +15.4% | -12.4% | +27.8% | +35.9% |
| 6M | -34.2% | +1.5% | -35.7% | -36.1% |
| YTD | -52.9% | +10.3% | -63.2% | -60.4% |
| 1Y | -54.3% | +22.2% | -76.5% | -67.3% |
| 3Y | -18.4% | +96.9% | -115.3% | -54.6% |
| All | -18.4% | +95.2% | -113.6% | -54.6% |
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 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