+44.0%
KORU vs TSLL
-58.7%
+102.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.6% | -2.8% | +3.0% |
| 7D | -35.0% | -21.2% | -13.8% | -27.8% |
| 30D | -65.5% | -13.3% | -52.2% | -62.6% |
| 3M | -58.9% | +15.4% | -74.3% | -59.4% |
| 6M | -83.5% | -34.2% | -49.3% | -79.9% |
| YTD | -23.9% | -52.9% | +29.0% | +1.4% |
| 1Y | -12.4% | -54.3% | +41.9% | +16.4% |
| 3Y | +82.1% | -18.4% | +100.5% | +61.2% |
| All | +44.0% | -58.7% | +102.7% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling