-21.2%
TSLL vs MTZ
+36.0%
-57.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +1.1% |
| 7D | +5.1% | +2.3% | +2.8% | +3.6% |
| 30D | +20.0% | -10.3% | +30.3% | +26.7% |
| 3M | -23.8% | -31.8% | +8.1% | -5.5% |
| 6M | -30.3% | -19.2% | -11.1% | -23.1% |
| YTD | -47.7% | +10.7% | -58.4% | -53.8% |
| 1Y | -21.2% | +37.5% | -58.7% | -36.1% |
| All | -21.2% | +36.0% | -57.2% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling