+78.2%
KO vs TSLL
-51.4%
+129.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +1.8% |
| 7D | +3.7% | +17.8% | -14.1% | +3.9% |
| 30D | +8.1% | +8.2% | -0.1% | +8.2% |
| 3M | +14.2% | +20.9% | -6.7% | +14.4% |
| 6M | +25.2% | -37.5% | +62.7% | +25.1% |
| YTD | +44.7% | -44.5% | +89.2% | +44.7% |
| 1Y | +43.4% | -33.0% | +76.3% | +43.4% |
| 3Y | +90.1% | -6.4% | +96.4% | +87.1% |
| All | +78.2% | -51.4% | +129.5% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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