-46.0%
TSLL vs MDLZ
+22.7%
-68.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.5% | -9.8% | -3.9% |
| 7D | -9.4% | +8.9% | -18.3% | -3.7% |
| 30D | +1.6% | +15.2% | -13.6% | +12.2% |
| 3M | +29.4% | +9.5% | +19.9% | +38.3% |
| 6M | -20.1% | +11.7% | -31.8% | -12.0% |
| YTD | -44.5% | +28.4% | -72.9% | -37.9% |
| 1Y | -46.0% | +24.4% | -70.4% | -42.8% |
| All | -46.0% | +22.7% | -68.7% | -42.8% |
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