-47.2%
TSLL vs MKC
-42.6%
-4.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.5% |
| 7D | +33.0% | -7.3% | +40.3% | +33.9% |
| 30D | +7.7% | +4.0% | +3.7% | +6.8% |
| 3M | +34.7% | -11.5% | +46.2% | +36.5% |
| 6M | -31.5% | +1.1% | -32.6% | -32.0% |
| YTD | -42.4% | -29.9% | -12.5% | -38.3% |
| 1Y | -39.7% | -27.0% | -12.7% | -36.6% |
| 3Y | +3.4% | -22.3% | +25.7% | +6.4% |
| All | -47.2% | -42.6% | -4.6% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling