-23.4%
TSLL vs MCK
+32.0%
-55.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.5% | -10.4% | -12.5% |
| 7D | +1.9% | +1.7% | +0.2% | +2.8% |
| 30D | +17.8% | +3.6% | +14.1% | +19.9% |
| 3M | -37.0% | +20.1% | -57.1% | -31.0% |
| 6M | -37.7% | -7.0% | -30.6% | -32.4% |
| YTD | -51.4% | +11.0% | -62.4% | -45.8% |
| 1Y | -23.4% | +31.8% | -55.2% | -16.7% |
| All | -23.4% | +32.0% | -55.4% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 1y: compounded portfolio wealth divided by compounded MCK 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…
1y analysis · Full analysis span regression · 6 months rolling