-1.5%
MCD vs TSLL
-30.6%
+29.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.8% | +10.3% | -1.5% |
| 7D | -2.8% | +1.9% | -4.7% | -2.8% |
| 30D | -6.0% | +17.8% | -23.8% | -6.1% |
| 3M | -5.6% | -37.0% | +31.4% | -5.5% |
| 6M | -21.9% | -37.7% | +15.8% | -21.8% |
| YTD | -14.7% | -51.4% | +36.7% | -14.5% |
| 1Y | -17.3% | -23.4% | +6.1% | -17.5% |
| All | -1.5% | -30.6% | +29.1% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling