-26.7%
TSLL vs KEYS
+153.6%
-180.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.9% | +6.0% | +5.7% |
| 7D | +5.8% | +4.4% | +1.4% | +0.6% |
| 30D | +21.7% | -2.2% | +23.9% | +22.9% |
| 3M | -28.2% | +0.5% | -28.8% | -29.4% |
| 6M | -29.5% | +22.4% | -51.8% | -45.8% |
| YTD | -47.5% | +64.1% | -111.6% | -75.4% |
| 1Y | -20.8% | +97.0% | -117.7% | -72.4% |
| 3Y | -26.7% | +152.0% | -178.7% | -82.6% |
| All | -26.7% | +153.6% | -180.4% | -82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling