-52.0%
TSLL vs KNX
+33.6%
-85.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +2.0% |
| 7D | +5.1% | +2.3% | +2.8% | +2.7% |
| 30D | +20.0% | +0.5% | +19.5% | +19.1% |
| 3M | -23.8% | -14.1% | -9.6% | -13.5% |
| 6M | -30.3% | +19.8% | -50.1% | -40.5% |
| YTD | -47.7% | +32.7% | -80.4% | -59.7% |
| 1Y | -21.2% | +62.3% | -83.5% | -50.9% |
| 3Y | -26.9% | +36.8% | -63.7% | -45.5% |
| All | -52.0% | +33.6% | -85.7% | -65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling