-34.2%
TSLL vs MRK
+31.4%
-65.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.1% | +8.8% | +8.6% |
| 7D | -21.2% | -1.9% | -19.4% | -21.1% |
| 30D | -13.3% | +2.8% | -16.1% | -12.7% |
| 3M | +15.4% | +15.0% | +0.4% | +23.0% |
| 6M | -34.2% | +30.9% | -65.1% | -27.2% |
| All | -34.2% | +31.4% | -65.6% | -27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling