-20.8%
TSLL vs MXL
+320.4%
-341.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +6.0% | +1.9% | +6.7% |
| 7D | +5.8% | +15.5% | -9.7% | +2.7% |
| 30D | +21.7% | -11.3% | +33.0% | +23.6% |
| 3M | -28.2% | -16.1% | -12.1% | -27.0% |
| 6M | -29.5% | +323.0% | -352.5% | -56.5% |
| YTD | -47.5% | +281.5% | -329.1% | -67.5% |
| 1Y | -20.8% | +319.3% | -340.1% | -54.8% |
| All | -20.8% | +320.4% | -341.1% | -54.8% |
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