-60.3%
TSLL vs KEY
+43.3%
-103.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.7% | -19.2% | -19.6% |
| 7D | -28.9% | -2.5% | -26.4% | -27.0% |
| 30D | -21.4% | +4.1% | -25.5% | -23.7% |
| 3M | +5.0% | -8.4% | +13.3% | +12.8% |
| 6M | -36.6% | -2.3% | -34.3% | -35.1% |
| YTD | -56.6% | +4.6% | -61.2% | -58.5% |
| 1Y | -60.9% | +24.6% | -85.4% | -67.8% |
| 3Y | -25.2% | +112.8% | -138.0% | -51.9% |
| All | -60.3% | +43.3% | -103.6% | -66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling