-60.9%
TSLL vs KDP
+43.9%
-104.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.3% | -22.2% | -21.9% |
| 7D | -28.9% | +4.5% | -33.4% | -28.3% |
| 30D | -21.4% | +18.5% | -39.9% | -20.0% |
| 3M | +5.0% | +20.8% | -15.9% | +6.9% |
| 6M | -36.6% | +29.4% | -66.0% | -35.1% |
| YTD | -56.6% | +35.9% | -92.5% | -55.0% |
| 1Y | -60.9% | +42.5% | -103.3% | -59.3% |
| All | -60.9% | +43.9% | -104.8% | -59.3% |
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