-51.9%
TSLL vs KEY
+49.0%
-100.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.8% | +9.6% | +9.4% |
| 7D | +5.8% | +2.7% | +3.1% | +3.3% |
| 30D | +21.7% | -3.2% | +24.9% | +24.6% |
| 3M | -28.2% | +1.0% | -29.2% | -28.4% |
| 6M | -29.5% | +11.9% | -41.3% | -35.9% |
| YTD | -47.5% | +8.7% | -56.2% | -51.5% |
| 1Y | -20.8% | +18.5% | -39.3% | -32.4% |
| 3Y | -26.7% | +124.0% | -150.7% | -54.8% |
| All | -51.9% | +49.0% | -100.9% | -61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling