-55.4%
TSLL vs KEEL
+111.6%
-167.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.6% | -15.4% | -13.2% |
| 7D | +1.9% | +7.8% | -5.9% | -1.1% |
| 30D | +17.8% | -11.7% | +29.5% | +20.7% |
| 3M | -37.0% | -41.5% | +4.5% | -26.2% |
| 6M | -37.7% | +54.9% | -92.6% | -51.3% |
| YTD | -51.4% | +47.7% | -99.0% | -62.2% |
| 1Y | -23.4% | +177.6% | -201.0% | -58.0% |
| 3Y | -30.8% | +164.9% | -195.7% | -65.8% |
| All | -55.4% | +111.6% | -167.0% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling