-60.3%
TSLL vs KMB
-2.8%
-57.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +1.5% | -23.4% | -21.6% |
| 7D | -28.9% | +0.4% | -29.3% | -28.7% |
| 30D | -21.4% | +14.1% | -35.6% | -19.3% |
| 3M | +5.0% | -0.5% | +5.5% | +5.5% |
| 6M | -36.6% | +16.6% | -53.2% | -34.4% |
| YTD | -56.6% | +13.7% | -70.4% | -55.2% |
| 1Y | -60.9% | +16.1% | -76.9% | -59.5% |
| 3Y | -25.2% | +4.7% | -29.9% | -25.3% |
| All | -60.3% | -2.8% | -57.5% | -59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling