-48.9%
TSLL vs KEEL
+26.2%
-75.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.4% | -2.6% | +2.6% |
| 7D | +0.5% | -1.4% | +1.9% | +1.8% |
| 30D | +2.7% | -29.8% | +32.5% | +16.4% |
| 3M | +26.3% | -37.1% | +63.4% | +45.8% |
| 6M | -37.2% | -51.9% | +14.7% | -22.5% |
| YTD | -44.2% | -11.9% | -32.3% | -48.1% |
| 1Y | -44.0% | -38.6% | -5.4% | -41.2% |
| 3Y | 0.0% | +72.5% | -72.5% | -41.3% |
| All | -48.9% | +26.2% | -75.1% | -69.4% |
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