-51.9%
TSLL vs MRK
+88.7%
-140.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.2% | +9.1% | +7.9% |
| 7D | +5.8% | -0.9% | +6.7% | +5.9% |
| 30D | +21.7% | +15.5% | +6.2% | +21.4% |
| 3M | -28.2% | +25.1% | -53.3% | -28.7% |
| 6M | -29.5% | +30.1% | -59.6% | -30.2% |
| YTD | -47.5% | +43.1% | -90.7% | -48.5% |
| 1Y | -20.8% | +82.5% | -103.2% | -24.1% |
| 3Y | -26.7% | +49.3% | -76.0% | -33.9% |
| All | -51.9% | +88.7% | -140.7% | -59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling