-23.4%
TSLL vs KNX
+67.7%
-91.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.5% | -15.3% | -13.2% |
| 7D | +1.9% | +7.1% | -5.2% | -0.7% |
| 30D | +17.8% | +1.7% | +16.1% | +17.0% |
| 3M | -37.0% | -8.1% | -28.9% | -34.9% |
| 6M | -37.7% | +14.0% | -51.7% | -38.4% |
| YTD | -51.4% | +38.5% | -89.9% | -53.1% |
| 1Y | -23.4% | +65.4% | -88.8% | -26.1% |
| All | -23.4% | +67.7% | -91.1% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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