-60.9%
TSLL vs MMM
+19.0%
-79.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.2% | -18.7% | -20.6% |
| 7D | -28.9% | +5.9% | -34.8% | -29.9% |
| 30D | -21.4% | +14.7% | -36.2% | -25.4% |
| 3M | +5.0% | +3.6% | +1.4% | +4.9% |
| 6M | -36.6% | +32.7% | -69.3% | -45.4% |
| YTD | -56.6% | +18.9% | -75.6% | -59.1% |
| 1Y | -60.9% | +16.4% | -77.2% | -63.4% |
| All | -60.9% | +19.0% | -79.9% | -63.4% |
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