-23.4%
TSLL vs KHC
-3.0%
-20.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.2% | -9.6% | -12.0% |
| 7D | +1.9% | -3.3% | +5.2% | +1.5% |
| 30D | +17.8% | -3.4% | +21.2% | +16.7% |
| 3M | -37.0% | +12.6% | -49.6% | -35.2% |
| 6M | -37.7% | +7.0% | -44.7% | -35.8% |
| YTD | -51.4% | +6.1% | -57.5% | -50.0% |
| 1Y | -23.4% | -3.1% | -20.3% | -15.8% |
| All | -23.4% | -3.0% | -20.3% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 1y: compounded portfolio wealth divided by compounded KHC 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…
1y analysis · Full analysis span regression · 6 months rolling