-48.9%
TSLL vs KHC
-20.2%
-28.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.8% |
| 7D | +0.5% | -4.6% | +5.1% | +1.0% |
| 30D | +2.7% | +8.1% | -5.4% | +1.1% |
| 3M | +26.3% | 0.0% | +26.2% | +26.0% |
| 6M | -37.2% | +7.9% | -45.1% | -38.3% |
| YTD | -44.2% | +5.3% | -49.5% | -45.1% |
| 1Y | -44.0% | +5.1% | -49.1% | -44.9% |
| 3Y | 0.0% | -12.8% | +12.8% | +0.6% |
| All | -48.9% | -20.2% | -28.7% | -44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling