-20.8%
TSLL vs MRK
+82.3%
-103.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.2% | +9.1% | +7.8% |
| 7D | +5.8% | -0.9% | +6.7% | +5.8% |
| 30D | +21.7% | +15.5% | +6.2% | +23.9% |
| 3M | -28.2% | +25.1% | -53.3% | -26.2% |
| 6M | -29.5% | +30.1% | -59.6% | -27.4% |
| YTD | -47.5% | +43.1% | -90.7% | -45.9% |
| 1Y | -20.8% | +82.5% | -103.2% | -17.5% |
| All | -20.8% | +82.3% | -103.1% | -17.5% |
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