-6.4%
TSLL vs MKC
-21.4%
+15.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -3.7% |
| 7D | +17.8% | -3.0% | +20.8% | +17.8% |
| 30D | +8.2% | +4.8% | +3.4% | +8.1% |
| 3M | +20.9% | -12.8% | +33.7% | +21.2% |
| 6M | -37.5% | +5.0% | -42.5% | -37.5% |
| YTD | -44.5% | -29.1% | -15.4% | -42.0% |
| 1Y | -33.0% | -26.4% | -6.6% | -30.9% |
| 3Y | -6.4% | -21.6% | +15.3% | +5.5% |
| All | -6.4% | -21.4% | +15.0% | +5.5% |
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