-24.9%
TSLL vs KHC
-10.2%
-14.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.5% | -21.4% | -21.9% |
| 7D | -28.9% | +5.9% | -34.8% | -29.1% |
| 30D | -21.4% | +14.9% | -36.4% | -22.4% |
| 3M | +5.0% | 0.0% | +5.0% | +5.3% |
| 6M | -36.6% | +16.2% | -52.8% | -37.6% |
| YTD | -56.6% | +9.8% | -66.5% | -57.0% |
| 1Y | -60.9% | +12.1% | -72.9% | -61.4% |
| All | -24.9% | -10.2% | -14.6% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling