+57.7%
KO vs TSLL
-54.0%
+111.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.9% | -7.5% | +0.4% |
| 7D | +0.4% | +5.8% | -5.4% | +0.5% |
| 30D | +1.5% | +21.7% | -20.2% | +1.7% |
| 3M | +11.8% | -28.2% | +40.0% | +11.7% |
| 6M | +16.2% | -29.5% | +45.7% | +16.2% |
| YTD | +28.1% | -47.5% | +75.6% | +28.0% |
| 1Y | +34.8% | -20.8% | +55.5% | +34.6% |
| 3Y | +65.5% | -26.7% | +92.2% | +63.5% |
| All | +57.7% | -54.0% | +111.7% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling