-35.2%
TSLL vs KEYS
+22.1%
-57.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.4% | -13.3% | -13.1% |
| 7D | +1.9% | +2.3% | -0.4% | -0.2% |
| 30D | +17.8% | -2.6% | +20.4% | +18.5% |
| 3M | -37.0% | -4.6% | -32.4% | -35.5% |
| All | -35.2% | +22.1% | -57.4% | -45.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling