-23.4%
TSLL vs MLM
-15.9%
-7.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.1% | -13.0% | -12.2% |
| 7D | +1.9% | -2.9% | +4.8% | +2.8% |
| 30D | +17.8% | -6.8% | +24.6% | +20.5% |
| 3M | -37.0% | -11.2% | -25.8% | -35.7% |
| 6M | -37.7% | -21.8% | -15.8% | -33.9% |
| YTD | -51.4% | -17.0% | -34.4% | -49.8% |
| 1Y | -23.4% | -16.4% | -7.0% | -18.1% |
| All | -23.4% | -15.9% | -7.5% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling