-56.8%
TSLL vs MKC
-40.1%
-16.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.3% | +12.0% | +9.0% |
| 7D | -21.2% | +2.3% | -23.6% | -21.5% |
| 30D | -13.3% | +8.1% | -21.4% | -14.4% |
| 3M | +15.4% | -6.4% | +21.8% | +16.2% |
| 6M | -34.2% | +1.8% | -36.0% | -34.6% |
| YTD | -52.9% | -26.9% | -26.0% | -49.8% |
| 1Y | -54.3% | -21.7% | -32.6% | -52.8% |
| 3Y | -18.4% | -18.7% | +0.4% | -16.4% |
| All | -56.8% | -40.1% | -16.8% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling