-23.4%
TSLL vs KMB
-13.3%
-10.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.2% | -12.5% |
| 7D | +1.9% | -3.0% | +4.9% | +0.6% |
| 30D | +17.8% | -5.5% | +23.2% | +14.7% |
| 3M | -37.0% | +14.0% | -51.0% | -32.7% |
| 6M | -37.7% | +4.1% | -41.8% | -35.7% |
| YTD | -51.4% | +8.0% | -59.4% | -48.5% |
| 1Y | -23.4% | -13.7% | -9.6% | -17.9% |
| All | -23.4% | -13.3% | -10.1% | -17.9% |
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