-46.0%
TSLL vs KMI
+26.0%
-72.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.1% | -2.2% | -7.3% |
| 7D | -9.4% | -5.2% | -4.2% | -10.7% |
| 30D | +1.6% | +1.2% | +0.3% | +1.7% |
| 3M | +29.4% | +1.3% | +28.1% | +29.2% |
| 6M | -20.1% | -1.1% | -19.0% | -21.6% |
| YTD | -44.5% | +19.0% | -63.5% | -51.1% |
| 1Y | -46.0% | +26.6% | -72.6% | -52.6% |
| All | -46.0% | +26.0% | -72.0% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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