-54.3%
TSLL vs MTZ
-12.7%
-41.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +9.5% | -0.9% | +3.3% |
| 7D | -21.2% | -6.4% | -14.8% | -18.6% |
| 30D | -13.3% | -22.1% | +8.8% | -1.5% |
| 3M | +15.4% | -32.7% | +48.1% | +40.1% |
| 6M | -34.2% | -59.8% | +25.6% | +10.1% |
| YTD | -52.9% | -19.9% | -33.0% | -52.0% |
| 1Y | -54.3% | -11.5% | -42.9% | -64.0% |
| All | -54.3% | -12.7% | -41.6% | -64.0% |
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