-23.4%
TSLL vs MDLZ
+3.3%
-26.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.3% | -11.6% | -12.0% |
| 7D | +1.9% | -1.7% | +3.6% | +1.0% |
| 30D | +17.8% | -2.1% | +19.9% | +16.4% |
| 3M | -37.0% | +1.3% | -38.3% | -35.8% |
| 6M | -37.7% | +6.2% | -43.9% | -36.1% |
| YTD | -51.4% | +15.8% | -67.2% | -50.8% |
| 1Y | -23.4% | +4.1% | -27.5% | -24.0% |
| All | -23.4% | +3.3% | -26.6% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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