+8.6%
MCD vs TSLL
-57.4%
+66.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.8% | +10.3% | -1.4% |
| 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% | -5.4% |
| 6M | -21.9% | -37.7% | +15.8% | -21.7% |
| YTD | -14.7% | -51.4% | +36.7% | -14.4% |
| 1Y | -17.3% | -23.4% | +6.1% | -17.6% |
| 3Y | -2.2% | -30.8% | +28.6% | -4.7% |
| All | +8.6% | -57.4% | +66.0% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling