+482.2%
KORU vs TSLL
-22.3%
+504.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -11.8% | +25.3% | +21.4% |
| 7D | +13.0% | +1.9% | +11.1% | +8.3% |
| 30D | +27.3% | +17.8% | +9.5% | +8.9% |
| 3M | -55.3% | -37.0% | -18.3% | -37.6% |
| 6M | +11.6% | -37.7% | +49.3% | +59.8% |
| YTD | +158.5% | -51.4% | +209.9% | +298.7% |
| 1Y | +482.2% | -23.4% | +505.5% | +820.8% |
| All | +482.2% | -22.3% | +504.5% | +820.8% |
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