-54.3%
TSLL vs MMM
+14.8%
-69.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.4% | +10.0% | +9.2% |
| 7D | -21.2% | +6.2% | -27.4% | -22.5% |
| 30D | -13.3% | +14.2% | -27.5% | -17.6% |
| 3M | +15.4% | +2.9% | +12.5% | +15.4% |
| 6M | -34.2% | +27.6% | -61.8% | -42.0% |
| YTD | -52.9% | +17.3% | -70.2% | -55.2% |
| 1Y | -54.3% | +15.1% | -69.4% | -56.9% |
| All | -54.3% | +14.8% | -69.2% | -56.9% |
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