-46.0%
TSLL vs KEY
+29.6%
-75.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.5% | -7.8% | -7.2% |
| 7D | -9.4% | +1.7% | -11.1% | -10.4% |
| 30D | +1.6% | +6.8% | -5.2% | -2.6% |
| 3M | +29.4% | -5.8% | +35.2% | +34.4% |
| 6M | -20.1% | +1.4% | -21.6% | -19.8% |
| YTD | -44.5% | +7.5% | -52.0% | -47.1% |
| 1Y | -46.0% | +29.6% | -75.6% | -53.9% |
| All | -46.0% | +29.6% | -75.6% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling