-52.1%
TSLL vs MDLZ
+16.6%
-68.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.6% | +10.3% | +10.9% |
| 7D | -14.3% | +0.1% | -14.4% | -14.3% |
| 30D | -6.2% | +10.0% | -16.1% | -6.1% |
| 3M | +21.2% | +7.1% | +14.1% | +21.2% |
| 6M | -36.6% | +9.8% | -46.4% | -36.7% |
| YTD | -47.8% | +26.6% | -74.4% | -49.8% |
| 1Y | -45.2% | +20.3% | -65.6% | -46.7% |
| 3Y | -3.3% | +5.4% | -8.7% | -3.5% |
| All | -52.1% | +16.6% | -68.8% | -54.3% |
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