-5.4%
TSLL vs KEEL
+59.2%
-64.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +2.0% |
| 7D | -11.0% | -12.8% | +1.8% | -5.2% |
| 30D | -5.3% | -37.4% | +32.1% | +13.4% |
| 3M | +20.8% | -43.8% | +64.6% | +47.2% |
| 6M | -36.0% | -51.9% | +15.9% | -20.1% |
| YTD | -47.3% | -18.7% | -28.6% | -50.0% |
| 1Y | -48.4% | -46.6% | -1.8% | -42.8% |
| 3Y | -5.4% | +59.2% | -64.6% | -36.9% |
| All | -5.4% | +59.2% | -64.6% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling