-23.4%
TSLL vs MRK
+84.5%
-107.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.3% | -10.5% | -11.9% |
| 7D | +1.9% | +1.3% | +0.6% | +2.0% |
| 30D | +17.8% | +17.1% | +0.6% | +19.8% |
| 3M | -37.0% | +25.9% | -62.9% | -35.3% |
| 6M | -37.7% | +26.8% | -64.5% | -36.2% |
| YTD | -51.4% | +44.9% | -96.3% | -50.1% |
| 1Y | -23.4% | +84.8% | -108.2% | -21.4% |
| All | -23.4% | +84.5% | -107.9% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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