-52.1%
TSLL vs MXL
+38.5%
-90.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +13.7% | -2.8% | +5.5% |
| 7D | -14.3% | -8.8% | -5.5% | -10.6% |
| 30D | -6.2% | -41.9% | +35.7% | +15.3% |
| 3M | +21.2% | -25.4% | +46.6% | +30.4% |
| 6M | -36.6% | -44.0% | +7.4% | -27.5% |
| YTD | -47.8% | +220.8% | -268.5% | -79.3% |
| 1Y | -45.2% | +278.8% | -324.0% | -80.4% |
| 3Y | -3.3% | +249.4% | -252.7% | -69.6% |
| All | -52.1% | +38.5% | -90.6% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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