-55.4%
TSLL vs KEYS
+97.8%
-153.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.4% | -13.3% | -13.4% |
| 7D | +1.9% | +2.3% | -0.4% | -0.6% |
| 30D | +17.8% | -2.6% | +20.4% | +19.3% |
| 3M | -37.0% | -4.6% | -32.4% | -33.8% |
| 6M | -37.7% | +8.7% | -46.4% | -44.5% |
| YTD | -51.4% | +61.0% | -112.4% | -75.1% |
| 1Y | -23.4% | +96.0% | -119.4% | -70.1% |
| 3Y | -30.8% | +144.4% | -175.2% | -77.3% |
| All | -55.4% | +97.8% | -153.3% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling