-36.5%
TSLL vs MCK
+114.8%
-151.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.1% |
| 7D | +5.1% | -3.6% | +8.7% | +3.8% |
| 30D | +20.0% | +1.4% | +18.5% | +20.8% |
| 3M | -23.8% | +13.8% | -37.6% | -19.3% |
| 6M | -30.3% | -5.2% | -25.1% | -28.1% |
| YTD | -47.7% | +9.0% | -56.7% | -44.2% |
| 1Y | -21.2% | +26.9% | -48.1% | -12.8% |
| All | -36.5% | +114.8% | -151.3% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling