-55.4%
TSLL vs MTB
+52.6%
-108.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.8% | -11.8% |
| 7D | +1.9% | +1.7% | +0.2% | +0.1% |
| 30D | +17.8% | -4.2% | +21.9% | +22.8% |
| 3M | -37.0% | +8.9% | -45.9% | -42.2% |
| 6M | -37.7% | +10.9% | -48.5% | -44.5% |
| YTD | -51.4% | +21.5% | -72.9% | -61.2% |
| 1Y | -23.4% | +21.9% | -45.3% | -40.0% |
| 3Y | -30.8% | +109.2% | -140.0% | -62.2% |
| All | -55.4% | +52.6% | -108.1% | -71.3% |
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