+19.6%
MCD vs TSLL
-54.2%
+73.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.9% | -9.1% | +1.7% |
| 7D | +5.9% | -14.3% | +20.3% | +6.0% |
| 30D | +19.6% | -6.2% | +25.8% | +19.6% |
| 3M | +3.3% | +21.2% | -17.9% | +3.1% |
| 6M | +3.5% | -36.6% | +40.1% | +3.7% |
| YTD | -6.1% | -47.8% | +41.7% | -5.9% |
| 1Y | -3.7% | -45.2% | +41.6% | -3.5% |
| 3Y | +13.4% | -3.3% | +16.6% | +9.7% |
| All | +19.6% | -54.2% | +73.8% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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