-49.1%
TSLL vs MRK
+88.9%
-138.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -3.7% |
| 7D | +17.8% | +0.7% | +17.1% | +17.8% |
| 30D | +8.2% | +0.3% | +8.0% | +8.3% |
| 3M | +20.9% | +9.7% | +11.2% | +20.6% |
| 6M | -37.5% | +32.0% | -69.5% | -38.2% |
| YTD | -44.5% | +43.3% | -87.8% | -45.5% |
| 1Y | -33.0% | +63.7% | -96.6% | -34.9% |
| 3Y | -6.4% | +58.0% | -64.4% | -14.1% |
| All | -49.1% | +88.9% | -138.1% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling