-46.0%
TSLL vs MMM
+22.1%
-68.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +9.5% | -15.9% | -9.4% |
| 7D | -9.4% | +12.2% | -21.7% | -13.4% |
| 30D | +1.6% | +18.8% | -17.3% | -5.6% |
| 3M | +29.4% | +7.4% | +22.0% | +26.8% |
| 6M | -20.1% | +38.3% | -58.5% | -33.5% |
| YTD | -44.5% | +22.9% | -67.4% | -49.2% |
| 1Y | -46.0% | +23.0% | -69.0% | -54.4% |
| All | -46.0% | +22.1% | -68.1% | -54.4% |
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