-18.4%
TSLL vs MDLZ
+5.0%
-23.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.2% | +9.8% | +8.3% |
| 7D | -21.2% | +1.7% | -22.9% | -20.8% |
| 30D | -13.3% | +11.2% | -24.5% | -10.6% |
| 3M | +15.4% | +6.1% | +9.2% | +17.6% |
| 6M | -34.2% | +8.6% | -42.8% | -32.0% |
| YTD | -52.9% | +25.8% | -78.8% | -51.1% |
| 1Y | -54.3% | +21.7% | -76.0% | -52.7% |
| 3Y | -18.4% | +5.8% | -24.2% | -12.1% |
| All | -18.4% | +5.0% | -23.4% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling