-49.1%
TSLL vs KGC
+534.9%
-584.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -4.0% | -3.8% |
| 7D | +17.8% | -6.7% | +24.5% | +20.2% |
| 30D | +8.2% | -6.7% | +14.9% | +10.0% |
| 3M | +20.9% | -22.6% | +43.4% | +30.0% |
| 6M | -37.5% | -33.4% | -4.1% | -30.0% |
| YTD | -44.5% | -26.0% | -18.5% | -40.2% |
| 1Y | -33.0% | -18.3% | -14.7% | -29.5% |
| 3Y | -6.4% | +315.8% | -322.2% | -30.3% |
| All | -49.1% | +534.9% | -584.0% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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