-18.4%
TSLL vs KMB
+2.8%
-21.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.8% | +10.5% | +8.0% |
| 7D | -21.2% | +0.5% | -21.7% | -20.9% |
| 30D | -13.3% | +12.4% | -25.7% | -9.8% |
| 3M | +15.4% | +1.0% | +14.4% | +16.5% |
| 6M | -34.2% | +12.1% | -46.4% | -30.9% |
| YTD | -52.9% | +11.6% | -64.5% | -50.5% |
| 1Y | -54.3% | +13.1% | -67.5% | -51.8% |
| 3Y | -18.4% | +1.6% | -19.9% | -9.2% |
| All | -18.4% | +2.8% | -21.1% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling