-34.2%
TSLL vs MO
+9.0%
-43.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.9% | +10.5% | +6.4% |
| 7D | -21.2% | -2.4% | -18.8% | -23.4% |
| 30D | -13.3% | +9.7% | -23.0% | -2.4% |
| 3M | +15.4% | +14.1% | +1.2% | +36.5% |
| 6M | -34.2% | +11.9% | -46.1% | -20.6% |
| All | -34.2% | +9.0% | -43.2% | -20.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling