-49.1%
TSLL vs KMI
+122.3%
-171.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.4% |
| 7D | +17.8% | +6.5% | +11.3% | +11.3% |
| 30D | +8.2% | -3.4% | +11.7% | +12.0% |
| 3M | +20.9% | +0.4% | +20.5% | +19.9% |
| 6M | -37.5% | -0.9% | -36.6% | -39.2% |
| YTD | -44.5% | +20.5% | -65.0% | -57.6% |
| 1Y | -33.0% | +23.2% | -56.1% | -50.4% |
| 3Y | -6.4% | +121.6% | -128.0% | -61.9% |
| All | -49.1% | +122.3% | -171.4% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling