-49.1%
TSLL vs MXL
+38.1%
-87.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.4% | +1.7% | -1.6% |
| 7D | +17.8% | +13.4% | +4.4% | +12.0% |
| 30D | +8.2% | -29.2% | +37.5% | +23.4% |
| 3M | +20.9% | -27.2% | +48.1% | +31.7% |
| 6M | -37.5% | -36.4% | -1.1% | -32.0% |
| YTD | -44.5% | +220.0% | -264.5% | -78.0% |
| 1Y | -33.0% | +304.8% | -337.7% | -77.1% |
| 3Y | -6.4% | +238.5% | -244.8% | -70.2% |
| All | -49.1% | +38.1% | -87.3% | -75.9% |
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