-55.4%
TSLL vs KMI
+116.8%
-172.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.6% | -11.2% | -11.3% |
| 7D | +1.9% | -0.5% | +2.4% | +2.5% |
| 30D | +17.8% | +0.9% | +16.9% | +15.9% |
| 3M | -37.0% | 0.0% | -37.0% | -39.2% |
| 6M | -37.7% | -5.7% | -32.0% | -36.7% |
| YTD | -51.4% | +17.5% | -68.9% | -62.0% |
| 1Y | -23.4% | +22.3% | -45.6% | -43.8% |
| 3Y | -30.8% | +111.9% | -142.7% | -70.6% |
| All | -55.4% | +116.8% | -172.2% | -80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling