-60.9%
TSLL vs KMB
+15.5%
-76.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +1.5% | -23.4% | -21.1% |
| 7D | -28.9% | +0.4% | -29.3% | -28.4% |
| 30D | -21.4% | +14.1% | -35.6% | -16.1% |
| 3M | +5.0% | -0.5% | +5.5% | +5.5% |
| 6M | -36.6% | +16.6% | -53.2% | -30.1% |
| YTD | -56.6% | +13.7% | -70.4% | -51.2% |
| 1Y | -60.9% | +16.1% | -76.9% | -53.6% |
| All | -60.9% | +15.5% | -76.3% | -53.6% |
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