-56.8%
TSLL vs MTB
+38.6%
-95.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.9% | +9.6% | +9.6% |
| 7D | -21.2% | -1.3% | -19.9% | -19.8% |
| 30D | -13.3% | +0.5% | -13.8% | -13.5% |
| 3M | +15.4% | -12.4% | +27.8% | +32.0% |
| 6M | -34.2% | +1.5% | -35.7% | -35.5% |
| YTD | -52.9% | +10.3% | -63.2% | -58.5% |
| 1Y | -54.3% | +22.2% | -76.5% | -64.4% |
| 3Y | -18.4% | +96.9% | -115.3% | -52.1% |
| All | -56.8% | +38.6% | -95.4% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling