-44.0%
TSLL vs MMM
+14.7%
-58.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.0% | +5.9% |
| 7D | +0.5% | -2.6% | +3.1% | +1.8% |
| 30D | +2.7% | +17.4% | -14.7% | -3.3% |
| 3M | +26.3% | +3.6% | +22.7% | +26.3% |
| 6M | -37.2% | +33.0% | -70.2% | -45.6% |
| YTD | -44.2% | +19.6% | -63.9% | -47.0% |
| 1Y | -44.0% | +14.0% | -58.0% | -46.5% |
| All | -44.0% | +14.7% | -58.7% | -46.5% |
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