-52.0%
TSLL vs KEEL
+126.2%
-178.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +5.1% | +19.3% | -14.2% | -1.6% |
| 30D | +20.0% | +9.1% | +10.9% | +14.1% |
| 3M | -23.8% | -31.5% | +7.8% | -16.0% |
| 6M | -30.3% | +75.8% | -106.1% | -48.1% |
| YTD | -47.7% | +57.9% | -105.5% | -60.3% |
| 1Y | -21.2% | +133.3% | -154.5% | -53.0% |
| 3Y | -26.9% | +204.1% | -231.0% | -65.5% |
| All | -52.0% | +126.2% | -178.2% | -76.6% |
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