-56.8%
TSLL vs MO
+138.1%
-194.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.9% | +10.5% | +8.2% |
| 7D | -21.2% | -2.4% | -18.8% | -21.7% |
| 30D | -13.3% | +9.7% | -23.0% | -11.4% |
| 3M | +15.4% | +14.1% | +1.2% | +19.1% |
| 6M | -34.2% | +11.9% | -46.1% | -32.6% |
| YTD | -52.9% | +38.4% | -91.3% | -52.6% |
| 1Y | -54.3% | +41.9% | -96.2% | -54.2% |
| 3Y | -18.4% | +134.5% | -152.9% | -35.9% |
| All | -56.8% | +138.1% | -194.9% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling