-60.9%
TSLL vs MLM
-14.6%
-46.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.2% | -16.7% | -19.5% |
| 7D | -28.9% | -1.2% | -27.7% | -27.8% |
| 30D | -21.4% | +7.9% | -29.4% | -22.9% |
| 3M | +5.0% | -4.5% | +9.4% | +8.3% |
| 6M | -36.6% | -12.6% | -23.9% | -33.1% |
| YTD | -56.6% | -14.9% | -41.8% | -58.0% |
| 1Y | -60.9% | -13.1% | -47.8% | -63.8% |
| All | -60.9% | -14.6% | -46.3% | -63.8% |
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