-60.3%
TSLL vs MLM
+53.9%
-114.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.2% | -16.7% | -16.4% |
| 7D | -28.9% | -1.2% | -27.7% | -27.2% |
| 30D | -21.4% | +7.9% | -29.4% | -27.4% |
| 3M | +5.0% | -4.5% | +9.4% | +10.1% |
| 6M | -36.6% | -12.6% | -23.9% | -28.9% |
| YTD | -56.6% | -14.9% | -41.8% | -51.3% |
| 1Y | -60.9% | -13.1% | -47.8% | -57.0% |
| 3Y | -25.2% | +21.2% | -46.5% | -44.3% |
| All | -60.3% | +53.9% | -114.2% | -78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling