-51.7%
TSLL vs MMM
+77.0%
-128.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.6% |
| 7D | -11.0% | +7.0% | -18.0% | -15.5% |
| 30D | -5.3% | +18.4% | -23.7% | -17.0% |
| 3M | +20.8% | +4.5% | +16.3% | +16.0% |
| 6M | -36.0% | +33.4% | -69.4% | -49.6% |
| YTD | -47.3% | +20.0% | -67.2% | -55.0% |
| 1Y | -48.4% | +15.0% | -63.5% | -54.7% |
| 3Y | -5.4% | +165.0% | -170.4% | -49.6% |
| All | -51.7% | +77.0% | -128.6% | -65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling