-33.3%
TSLL vs MRK
+54.2%
-87.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.3% | -10.5% | -11.7% |
| 7D | +1.9% | +1.3% | +0.6% | +1.8% |
| 30D | +17.8% | +17.1% | +0.6% | +16.1% |
| 3M | -37.0% | +25.9% | -62.9% | -38.7% |
| 6M | -37.7% | +26.8% | -64.5% | -39.5% |
| YTD | -51.4% | +44.9% | -96.3% | -54.1% |
| 1Y | -23.4% | +84.8% | -108.2% | -31.6% |
| All | -33.3% | +54.2% | -87.5% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling