-46.0%
TSLL vs MO
+45.9%
-91.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.4% | -7.7% | -5.1% |
| 7D | -9.4% | +6.9% | -16.3% | -4.0% |
| 30D | +1.6% | +14.9% | -13.4% | +14.8% |
| 3M | +29.4% | +16.4% | +13.0% | +48.4% |
| 6M | -20.1% | +9.6% | -29.7% | -10.1% |
| YTD | -44.5% | +41.8% | -86.3% | -37.5% |
| 1Y | -46.0% | +45.3% | -91.3% | -35.2% |
| All | -46.0% | +45.9% | -91.9% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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