-51.9%
TSLL vs MDLZ
+7.2%
-59.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.6% | +7.3% | +7.9% |
| 7D | +5.8% | 0.0% | +5.8% | +5.8% |
| 30D | +21.7% | -1.6% | +23.3% | +21.7% |
| 3M | -28.2% | +0.9% | -29.1% | -28.3% |
| 6M | -29.5% | +7.3% | -36.8% | -30.6% |
| YTD | -47.5% | +16.4% | -64.0% | -49.6% |
| 1Y | -20.8% | +3.0% | -23.7% | -21.3% |
| 3Y | -26.7% | -3.7% | -23.0% | -26.2% |
| All | -51.9% | +7.2% | -59.2% | -54.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling