-55.4%
TSLL vs MXL
+55.4%
-110.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +5.5% | -17.4% | -14.0% |
| 7D | +1.9% | +1.6% | +0.3% | +0.7% |
| 30D | +17.8% | -7.0% | +24.8% | +18.5% |
| 3M | -37.0% | -33.4% | -3.6% | -30.9% |
| 6M | -37.7% | +260.2% | -297.8% | -75.1% |
| YTD | -51.4% | +260.0% | -311.3% | -81.2% |
| 1Y | -23.4% | +303.5% | -326.8% | -72.5% |
| 3Y | -30.8% | +160.4% | -191.2% | -74.2% |
| All | -55.4% | +55.4% | -110.8% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling