-21.2%
TSLL vs KNX
+63.0%
-84.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.8% |
| 7D | +5.1% | +2.3% | +2.8% | +3.8% |
| 30D | +20.0% | +0.5% | +19.5% | +19.6% |
| 3M | -23.8% | -14.1% | -9.6% | -19.7% |
| 6M | -30.3% | +19.8% | -50.1% | -31.5% |
| YTD | -47.7% | +32.7% | -80.4% | -49.0% |
| 1Y | -21.2% | +62.3% | -83.5% | -22.8% |
| All | -21.2% | +63.0% | -84.2% | -22.8% |
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