-55.4%
TSLL vs KHC
-18.3%
-37.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.2% | -11.7% |
| 7D | +1.9% | -1.8% | +3.7% | +2.1% |
| 30D | +17.8% | -1.9% | +19.6% | +18.0% |
| 3M | -37.0% | +14.4% | -51.4% | -38.9% |
| 6M | -37.7% | +8.7% | -46.4% | -38.8% |
| YTD | -51.4% | +7.8% | -59.2% | -52.3% |
| 1Y | -23.4% | -1.5% | -21.8% | -22.7% |
| 3Y | -30.8% | -9.9% | -20.9% | -30.7% |
| All | -55.4% | -18.3% | -37.2% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling