-46.0%
TSLL vs MCK
+31.3%
-77.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +7.0% | -13.3% | -2.5% |
| 7D | -9.4% | +11.3% | -20.8% | -3.7% |
| 30D | +1.6% | +16.8% | -15.3% | +10.7% |
| 3M | +29.4% | +28.9% | +0.5% | +49.1% |
| 6M | -20.1% | +32.7% | -52.8% | -3.1% |
| YTD | -44.5% | +30.8% | -75.3% | -31.0% |
| 1Y | -46.0% | +27.6% | -73.6% | -34.1% |
| All | -46.0% | +31.3% | -77.3% | -34.1% |
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