-56.8%
TSLL vs MXL
+21.8%
-78.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +11.0% | -2.3% | +4.3% |
| 7D | -21.2% | -27.1% | +5.9% | -10.7% |
| 30D | -13.3% | -54.2% | +40.9% | +16.3% |
| 3M | +15.4% | -29.9% | +45.3% | +27.2% |
| 6M | -34.2% | -39.5% | +5.2% | -27.4% |
| YTD | -52.9% | +182.2% | -235.1% | -80.4% |
| 1Y | -54.3% | +231.8% | -286.2% | -82.8% |
| 3Y | -18.4% | +195.9% | -214.3% | -72.5% |
| All | -56.8% | +21.8% | -78.6% | -78.5% |
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