-52.1%
TSLL vs MTZ
+134.9%
-187.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.6% | +2.3% | +5.0% |
| 7D | -14.3% | -2.4% | -11.9% | -12.9% |
| 30D | -6.2% | -11.1% | +4.9% | +1.3% |
| 3M | +21.2% | -30.6% | +51.8% | +52.4% |
| 6M | -36.6% | -54.4% | +17.8% | +5.6% |
| YTD | -47.8% | -13.0% | -34.7% | -47.1% |
| 1Y | -45.2% | -5.7% | -39.5% | -47.6% |
| 3Y | -3.3% | +297.2% | -300.4% | -53.2% |
| All | -52.1% | +134.9% | -187.0% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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