-48.9%
TSLL vs KDP
+46.6%
-95.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.8% | +10.1% | +11.0% |
| 7D | -14.3% | +0.3% | -14.6% | -14.0% |
| 30D | -6.2% | +16.3% | -22.5% | -3.9% |
| 3M | +21.2% | +24.0% | -2.8% | +25.0% |
| 6M | -36.6% | +30.0% | -66.6% | -34.0% |
| YTD | -47.8% | +36.1% | -83.8% | -44.3% |
| All | -48.9% | +46.6% | -95.5% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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