-49.1%
TSLL vs MLM
+62.3%
-111.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.4% | -8.7% | -8.7% |
| 7D | -9.4% | +9.1% | -18.6% | -17.7% |
| 30D | +1.6% | +14.6% | -13.1% | -12.9% |
| 3M | +29.4% | +0.3% | +29.1% | +27.4% |
| 6M | -20.1% | -7.5% | -12.7% | -16.8% |
| YTD | -44.5% | -10.2% | -34.3% | -41.7% |
| 1Y | -46.0% | -10.5% | -35.5% | -42.9% |
| 3Y | -4.3% | +27.8% | -32.1% | -33.3% |
| All | -49.1% | +62.3% | -111.4% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling