+136.2%
KORU vs TSLL
-1.1%
+137.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.7% | -1.7% | -4.2% |
| 7D | +11.1% | +17.8% | -6.7% | +5.5% |
| 30D | -40.6% | +8.2% | -48.8% | -40.0% |
| 3M | -63.9% | +20.9% | -84.8% | -64.8% |
| 6M | -82.8% | -37.5% | -45.3% | -79.2% |
| YTD | -15.4% | -44.5% | +29.1% | +5.6% |
| 1Y | -3.3% | -33.0% | +29.7% | +15.3% |
| 3Y | +136.2% | -6.4% | +142.5% | +139.3% |
| All | +136.2% | -1.1% | +137.3% | +139.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling