-46.0%
TSLL vs KMB
+11.9%
-57.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.1% | -10.5% | -4.4% |
| 7D | -9.4% | +0.4% | -9.8% | -9.1% |
| 30D | +1.6% | +14.0% | -12.5% | +8.1% |
| 3M | +29.4% | -1.3% | +30.7% | +29.3% |
| 6M | -20.1% | +16.7% | -36.8% | -12.6% |
| YTD | -44.5% | +12.0% | -56.5% | -37.9% |
| 1Y | -46.0% | +13.6% | -59.6% | -36.8% |
| All | -46.0% | +11.9% | -57.9% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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