-55.4%
TSLL vs KGC
+844.0%
-899.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.3% | -9.6% | -11.1% |
| 7D | +1.9% | -1.3% | +3.2% | +2.4% |
| 30D | +17.8% | +20.3% | -2.5% | +11.6% |
| 3M | -37.0% | +8.1% | -45.1% | -38.4% |
| 6M | -37.7% | -8.8% | -28.9% | -36.6% |
| YTD | -51.4% | +10.1% | -61.4% | -53.2% |
| 1Y | -23.4% | +44.2% | -67.6% | -31.1% |
| 3Y | -30.8% | +533.0% | -563.8% | -54.1% |
| All | -55.4% | +844.0% | -899.5% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling