-52.0%
TSLL vs MXL
+77.1%
-129.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -3.1% |
| 7D | +5.1% | +19.0% | -13.9% | -2.2% |
| 30D | +20.0% | +4.5% | +15.5% | +15.7% |
| 3M | -23.8% | -1.5% | -22.2% | -28.4% |
| 6M | -30.3% | +348.6% | -378.9% | -74.9% |
| YTD | -47.7% | +310.3% | -357.9% | -80.8% |
| 1Y | -21.2% | +344.7% | -365.9% | -72.6% |
| 3Y | -26.9% | +211.2% | -238.1% | -74.7% |
| All | -52.0% | +77.1% | -129.1% | -78.9% |
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