+22.5%
KORU vs TSLQ
-17.8%
+40.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.4% | -11.7% | -0.2% |
| 7D | -24.3% | +9.8% | -34.1% | -18.2% |
| 30D | -54.2% | -6.0% | -48.2% | -54.4% |
| 3M | -45.4% | -35.0% | -10.4% | -57.4% |
| 6M | -66.5% | -24.9% | -41.5% | -57.7% |
| YTD | +14.9% | -12.7% | +27.6% | +62.9% |
| 1Y | +22.5% | -21.0% | +43.5% | +67.3% |
| All | +22.5% | -17.8% | +40.3% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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