-6.4%
TSLL vs MO
+145.0%
-151.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -3.3% |
| 7D | +17.8% | +3.3% | +14.5% | +19.7% |
| 30D | +8.2% | +7.5% | +0.7% | +12.5% |
| 3M | +20.9% | +22.8% | -1.9% | +33.8% |
| 6M | -37.5% | +13.4% | -50.9% | -32.5% |
| YTD | -44.5% | +43.0% | -87.5% | -37.5% |
| 1Y | -33.0% | +45.2% | -78.2% | -24.2% |
| 3Y | -6.4% | +145.5% | -151.9% | -8.6% |
| All | -6.4% | +145.0% | -151.4% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling