-60.3%
TSLL vs MMM
+75.5%
-135.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.2% | -18.7% | -19.6% |
| 7D | -28.9% | +5.9% | -34.8% | -32.0% |
| 30D | -21.4% | +14.7% | -36.2% | -29.6% |
| 3M | +5.0% | +3.6% | +1.4% | +1.5% |
| 6M | -36.6% | +32.7% | -69.3% | -50.0% |
| YTD | -56.6% | +18.9% | -75.6% | -62.8% |
| 1Y | -60.9% | +16.4% | -77.2% | -65.9% |
| 3Y | -25.2% | +159.8% | -185.0% | -59.5% |
| All | -60.3% | +75.5% | -135.7% | -71.1% |
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