-48.9%
TSLL vs KMB
+13.3%
-62.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.2% | +7.7% | +12.3% |
| 7D | -14.3% | +3.4% | -17.7% | -12.8% |
| 30D | -6.2% | +14.7% | -20.8% | -0.5% |
| 3M | +21.2% | +3.3% | +17.9% | +23.7% |
| 6M | -36.6% | +16.8% | -53.4% | -30.7% |
| YTD | -47.8% | +15.2% | -63.0% | -41.8% |
| All | -48.9% | +13.3% | -62.3% | -44.1% |
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