-5.9%
TSLL vs MKC
-21.5%
+15.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +5.8% |
| 7D | +0.5% | -7.0% | +7.5% | +0.3% |
| 30D | +2.7% | +4.1% | -1.4% | +2.5% |
| 3M | +26.3% | -10.3% | +36.6% | +26.5% |
| 6M | -37.2% | +1.7% | -38.9% | -37.1% |
| YTD | -44.2% | -29.1% | -15.1% | -41.7% |
| 1Y | -44.0% | -26.0% | -18.0% | -42.4% |
| All | -5.9% | -21.5% | +15.5% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling