-52.1%
TSLL vs KMB
-1.5%
-50.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.2% | +7.7% | +11.6% |
| 7D | -14.3% | +3.4% | -17.7% | -13.6% |
| 30D | -6.2% | +14.7% | -20.8% | -3.5% |
| 3M | +21.2% | +3.3% | +17.9% | +22.5% |
| 6M | -36.6% | +16.8% | -53.4% | -34.3% |
| YTD | -47.8% | +15.2% | -63.0% | -45.9% |
| 1Y | -45.2% | +13.3% | -58.5% | -43.4% |
| 3Y | -3.3% | +5.4% | -8.7% | -3.0% |
| All | -52.1% | -1.5% | -50.7% | -50.5% |
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