+396.8%
KORU vs TSLL
-54.0%
+450.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.9% | -6.3% | -0.8% |
| 7D | +24.3% | +5.8% | +18.5% | +21.0% |
| 30D | +37.3% | +21.7% | +15.6% | +27.7% |
| 3M | -32.8% | -28.2% | -4.6% | -26.0% |
| 6M | +36.9% | -29.5% | +66.4% | +58.1% |
| YTD | +162.6% | -47.5% | +210.2% | +224.3% |
| 1Y | +467.0% | -20.8% | +487.8% | +529.9% |
| 3Y | +522.4% | -26.7% | +549.1% | +442.0% |
| All | +396.8% | -54.0% | +450.9% | +419.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling