-48.9%
TSLL vs MO
+39.9%
-88.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.4% | +11.3% | +10.6% |
| 7D | -14.3% | -1.8% | -12.5% | -15.5% |
| 30D | -6.2% | +5.8% | -11.9% | -1.2% |
| 3M | +21.2% | +12.7% | +8.5% | +34.8% |
| 6M | -36.6% | +14.8% | -51.3% | -28.9% |
| YTD | -47.8% | +37.8% | -85.6% | -45.2% |
| All | -48.9% | +39.9% | -88.8% | -44.8% |
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