-52.1%
TSLL vs MMM
+76.3%
-128.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.9% | +9.0% | +9.5% |
| 7D | -14.3% | +5.8% | -20.1% | -18.0% |
| 30D | -6.2% | +17.9% | -24.1% | -17.5% |
| 3M | +21.2% | +3.6% | +17.6% | +17.1% |
| 6M | -36.6% | +32.9% | -69.5% | -49.9% |
| YTD | -47.8% | +19.5% | -67.2% | -55.3% |
| 1Y | -45.2% | +16.5% | -61.8% | -52.3% |
| 3Y | -3.3% | +167.2% | -170.4% | -48.8% |
| All | -52.1% | +76.3% | -128.4% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling