-23.4%
TSLL vs MMM
+12.8%
-36.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -12.0% | -11.9% |
| 7D | +1.9% | -3.3% | +5.2% | +3.5% |
| 30D | +17.8% | -7.0% | +24.8% | +22.0% |
| 3M | -37.0% | +10.8% | -47.8% | -40.5% |
| 6M | -37.7% | +5.8% | -43.4% | -40.3% |
| YTD | -51.4% | +6.8% | -58.1% | -52.9% |
| 1Y | -23.4% | +10.4% | -33.7% | -27.6% |
| All | -23.4% | +12.8% | -36.2% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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