-52.1%
TSLL vs KHC
-19.7%
-32.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.8% | +11.7% | +11.0% |
| 7D | -14.3% | -2.0% | -12.3% | -14.2% |
| 30D | -6.2% | +9.7% | -15.8% | -7.7% |
| 3M | +21.2% | -2.0% | +23.2% | +21.4% |
| 6M | -36.6% | +5.4% | -42.0% | -37.4% |
| YTD | -47.8% | +5.9% | -53.7% | -48.6% |
| 1Y | -45.2% | +7.5% | -52.7% | -46.4% |
| 3Y | -3.3% | -12.4% | +9.2% | -2.6% |
| All | -52.1% | -19.7% | -32.5% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling