-49.1%
TSLL vs KEEL
+13.4%
-62.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.6% | +0.9% | -2.0% |
| 7D | +17.8% | -0.5% | +18.4% | +18.0% |
| 30D | +8.2% | -27.1% | +35.3% | +21.1% |
| 3M | +20.9% | -43.8% | +64.7% | +46.2% |
| 6M | -37.5% | -55.2% | +17.7% | -21.0% |
| YTD | -44.5% | -20.9% | -23.6% | -46.2% |
| 1Y | -33.0% | -28.5% | -4.5% | -33.9% |
| 3Y | -6.4% | +66.1% | -72.4% | -44.0% |
| All | -49.1% | +13.4% | -62.6% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 10y: compounded portfolio wealth divided by compounded KEEL 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…
10y analysis · Full analysis span regression · 6 months rolling