-26.6%
TSLL vs KEY
+21.9%
-48.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.1% | -12.0% |
| 7D | +1.9% | +2.2% | -0.3% | +0.5% |
| 30D | +17.8% | -3.0% | +20.8% | +19.9% |
| 3M | -37.0% | +3.3% | -40.3% | -37.2% |
| 6M | -37.7% | +9.2% | -46.9% | -40.2% |
| YTD | -51.4% | +10.6% | -62.0% | -53.4% |
| All | -26.6% | +21.9% | -48.4% | -40.6% |
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 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