-54.3%
TSLL vs MDLZ
+23.2%
-77.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.2% | +9.8% | +7.8% |
| 7D | -21.2% | +1.7% | -22.9% | -20.2% |
| 30D | -13.3% | +11.2% | -24.5% | -6.5% |
| 3M | +15.4% | +6.1% | +9.2% | +20.5% |
| 6M | -34.2% | +8.6% | -42.8% | -28.7% |
| YTD | -52.9% | +25.8% | -78.8% | -48.3% |
| 1Y | -54.3% | +21.7% | -76.0% | -52.5% |
| All | -54.3% | +23.2% | -77.5% | -52.5% |
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