+72.4%
KO vs TSLL
-54.2%
+126.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.9% | -10.5% | +0.5% |
| 7D | +0.2% | -14.3% | +14.5% | +0.1% |
| 30D | +9.1% | -6.2% | +15.2% | +9.1% |
| 3M | +11.0% | +21.2% | -10.2% | +11.2% |
| 6M | +24.0% | -36.6% | +60.6% | +23.9% |
| YTD | +40.0% | -47.8% | +87.8% | +40.0% |
| 1Y | +39.7% | -45.2% | +85.0% | +39.7% |
| 3Y | +84.8% | -3.3% | +88.0% | +81.2% |
| All | +72.4% | -54.2% | +126.6% | +82.4% |
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