-53.1%
TSLL vs KEYS
+96.9%
-150.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -0.5% |
| 7D | -7.3% | +0.9% | -8.3% | -8.4% |
| 30D | +15.8% | -5.3% | +21.0% | +21.2% |
| 3M | -19.5% | +0.5% | -20.0% | -20.7% |
| 6M | -32.1% | +14.0% | -46.1% | -42.4% |
| YTD | -48.9% | +60.3% | -109.1% | -73.6% |
| 1Y | -23.4% | +91.3% | -114.7% | -69.1% |
| 3Y | -28.6% | +146.1% | -174.7% | -76.7% |
| All | -53.1% | +96.9% | -150.0% | -82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling