-55.4%
TSLL vs MDLZ
+6.6%
-62.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.3% | -11.6% | -11.8% |
| 7D | +1.9% | -1.7% | +3.6% | +1.9% |
| 30D | +17.8% | -2.1% | +19.9% | +17.8% |
| 3M | -37.0% | +1.3% | -38.3% | -37.3% |
| 6M | -37.7% | +6.2% | -43.9% | -38.6% |
| YTD | -51.4% | +15.8% | -67.2% | -53.3% |
| 1Y | -23.4% | +4.1% | -27.5% | -24.2% |
| 3Y | -30.8% | -4.1% | -26.7% | -30.4% |
| All | -55.4% | +6.6% | -62.1% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling