-46.0%
TSLL vs KEYS
+55.9%
-101.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.3% | 0.0% | -1.9% |
| 7D | -9.4% | -14.8% | +5.4% | +1.0% |
| 30D | +1.6% | -25.6% | +27.2% | +24.5% |
| 3M | +29.4% | -16.2% | +45.6% | +45.2% |
| 6M | -20.1% | -18.6% | -1.5% | -8.4% |
| YTD | -44.5% | +40.7% | -85.2% | -54.9% |
| 1Y | -46.0% | +59.6% | -105.6% | -62.2% |
| All | -46.0% | +55.9% | -101.9% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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