+56.2%
KO vs TSLL
-54.1%
+110.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -0.8% | +5.1% | -5.9% | -0.7% |
| 30D | +0.8% | +20.0% | -19.2% | +0.9% |
| 3M | +8.3% | -23.8% | +32.1% | +8.3% |
| 6M | +14.0% | -30.3% | +44.3% | +14.0% |
| YTD | +26.9% | -47.7% | +74.6% | +26.8% |
| 1Y | +32.7% | -21.2% | +53.9% | +32.5% |
| 3Y | +63.9% | -26.9% | +90.8% | +62.0% |
| All | +56.2% | -54.1% | +110.3% | +65.2% |
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