-51.9%
TSLL vs MKC
-36.4%
-15.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.3% | +8.2% | +7.9% |
| 7D | +5.8% | -4.3% | +10.1% | +6.4% |
| 30D | +21.7% | -2.0% | +23.7% | +21.9% |
| 3M | -28.2% | +10.0% | -38.2% | -29.3% |
| 6M | -29.5% | -18.5% | -10.9% | -25.9% |
| YTD | -47.5% | -22.4% | -25.1% | -44.5% |
| 1Y | -20.8% | -23.6% | +2.8% | -16.1% |
| 3Y | -26.7% | -30.4% | +3.7% | -19.0% |
| All | -51.9% | -36.4% | -15.5% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded MKC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling