+57.2%
KO vs TSLL
-57.4%
+114.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.8% | +11.0% | -0.9% |
| 7D | -1.8% | +1.9% | -3.7% | -1.7% |
| 30D | +1.4% | +17.8% | -16.3% | +1.6% |
| 3M | +15.4% | -37.0% | +52.4% | +15.2% |
| 6M | +14.3% | -37.7% | +51.9% | +14.2% |
| YTD | +27.7% | -51.4% | +79.0% | +27.5% |
| 1Y | +32.7% | -23.4% | +56.1% | +32.4% |
| 3Y | +62.2% | -30.8% | +93.0% | +60.1% |
| All | +57.2% | -57.4% | +114.5% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling