-51.9%
TSLL vs KEEL
+127.4%
-179.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +7.5% | +0.4% | +5.0% |
| 7D | +5.8% | +21.5% | -15.7% | -1.7% |
| 30D | +21.7% | -3.9% | +25.6% | +20.9% |
| 3M | -28.2% | -34.1% | +5.9% | -19.7% |
| 6M | -29.5% | +82.8% | -112.3% | -48.2% |
| YTD | -47.5% | +58.7% | -106.3% | -60.3% |
| 1Y | -20.8% | +191.4% | -212.2% | -57.4% |
| 3Y | -26.7% | +205.7% | -232.5% | -65.5% |
| All | -51.9% | +127.4% | -179.4% | -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 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