-44.0%
TSLL vs MXL
+299.7%
-343.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +11.4% | -5.6% | +3.2% |
| 7D | +0.5% | +5.5% | -5.0% | -0.3% |
| 30D | +2.7% | -32.6% | +35.3% | +10.3% |
| 3M | +26.3% | -13.1% | +39.4% | +28.3% |
| 6M | -37.2% | -41.4% | +4.2% | -33.4% |
| YTD | -44.2% | +243.9% | -288.2% | -58.8% |
| 1Y | -44.0% | +305.1% | -349.0% | -65.6% |
| All | -44.0% | +299.7% | -343.6% | -65.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling