-55.4%
TSLL vs KEY
+51.6%
-107.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.1% | -12.1% |
| 7D | +1.9% | +2.2% | -0.3% | 0.0% |
| 30D | +17.8% | -3.0% | +20.8% | +20.5% |
| 3M | -37.0% | +3.3% | -40.3% | -38.3% |
| 6M | -37.7% | +9.2% | -46.9% | -42.1% |
| YTD | -51.4% | +10.6% | -62.0% | -55.6% |
| 1Y | -23.4% | +20.4% | -43.8% | -35.5% |
| 3Y | -30.8% | +121.8% | -152.6% | -57.4% |
| All | -55.4% | +51.6% | -107.1% | -64.6% |
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