-33.0%
TSLL vs MDLZ
+22.7%
-55.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -2.8% |
| 7D | +17.8% | +2.3% | +15.5% | +19.5% |
| 30D | +8.2% | +7.9% | +0.3% | +14.3% |
| 3M | +20.9% | +7.3% | +13.6% | +26.8% |
| 6M | -37.5% | +11.7% | -49.2% | -31.5% |
| YTD | -44.5% | +28.7% | -73.2% | -39.9% |
| 1Y | -33.0% | +22.8% | -55.7% | -29.8% |
| All | -33.0% | +22.7% | -55.6% | -29.8% |
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