-49.1%
TSLL vs MTZ
+127.1%
-176.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.5% | -2.9% |
| 7D | +17.8% | +5.0% | +12.9% | +14.0% |
| 30D | +8.2% | -6.0% | +14.3% | +12.4% |
| 3M | +20.9% | -36.1% | +57.0% | +61.0% |
| 6M | -37.5% | -56.9% | +19.4% | +8.0% |
| YTD | -44.5% | -15.9% | -28.6% | -42.6% |
| 1Y | -33.0% | -3.8% | -29.1% | -37.2% |
| 3Y | -6.4% | +272.3% | -278.6% | -53.1% |
| All | -49.1% | +127.1% | -176.3% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling