+474.0%
KORU vs TSLQ
-95.6%
+569.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.0% | +10.0% | +8.6% |
| 7D | -1.7% | -6.6% | +4.9% | -3.6% |
| 30D | +13.5% | -24.3% | +37.8% | +5.2% |
| 3M | -45.2% | -3.6% | -41.6% | -40.5% |
| 6M | +17.1% | -12.0% | +29.1% | +37.8% |
| YTD | +154.1% | +1.4% | +152.8% | +214.6% |
| 1Y | +375.7% | -43.6% | +419.2% | +444.6% |
| 3Y | +474.0% | -95.4% | +569.4% | +483.4% |
| All | +474.0% | -95.6% | +569.6% | +483.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling