+17.5%
MCD vs TSLL
-58.7%
+76.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.6% | -9.2% | -0.6% |
| 7D | +7.1% | -21.2% | +28.3% | +7.2% |
| 30D | +19.8% | -13.3% | +33.1% | +19.8% |
| 3M | +0.8% | +15.4% | -14.6% | +0.6% |
| 6M | -1.3% | -34.2% | +32.9% | -1.3% |
| YTD | -7.8% | -52.9% | +45.2% | -7.5% |
| 1Y | -5.0% | -54.3% | +49.4% | -4.7% |
| 3Y | +10.5% | -18.4% | +28.9% | +7.2% |
| All | +17.5% | -58.7% | +76.2% | +19.8% |
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