-51.7%
TSLL vs KEEL
+16.5%
-68.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.9% |
| 7D | -11.0% | -12.8% | +1.8% | -5.5% |
| 30D | -5.3% | -37.4% | +32.1% | +12.2% |
| 3M | +20.8% | -43.8% | +64.6% | +45.6% |
| 6M | -36.0% | -51.9% | +15.9% | -21.0% |
| YTD | -47.3% | -18.7% | -28.6% | -49.4% |
| 1Y | -48.4% | -46.6% | -1.8% | -42.9% |
| 3Y | -5.4% | +59.2% | -64.6% | -42.8% |
| All | -51.7% | +16.5% | -68.2% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling