-2.8%
TSLL vs MTZ
+275.7%
-278.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.5% | +5.1% |
| 7D | +33.0% | +16.5% | +16.5% | +17.8% |
| 30D | +7.7% | -10.2% | +17.9% | +16.3% |
| 3M | +34.7% | -34.2% | +68.9% | +83.3% |
| 6M | -31.5% | -56.0% | +24.4% | +28.2% |
| YTD | -42.4% | -14.8% | -27.5% | -43.9% |
| 1Y | -39.7% | -7.2% | -32.5% | -45.9% |
| All | -2.8% | +275.7% | -278.4% | -55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling