+33.2%
KO vs TSLL
-24.7%
+57.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +0.2% |
| 7D | -1.1% | -7.3% | +6.2% | -1.4% |
| 30D | +1.6% | +15.8% | -14.2% | +2.3% |
| 3M | +5.8% | -19.5% | +25.2% | +5.4% |
| 6M | +14.3% | -32.1% | +46.3% | +13.6% |
| YTD | +27.3% | -48.9% | +76.2% | +25.5% |
| 1Y | +33.2% | -23.4% | +56.5% | +33.0% |
| All | +33.2% | -24.7% | +57.9% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling