-6.4%
TSLL vs KNX
+33.3%
-39.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.3% | -7.0% | -6.3% |
| 7D | +17.8% | +9.2% | +8.6% | +10.0% |
| 30D | +8.2% | +0.9% | +7.3% | +7.9% |
| 3M | +20.9% | -12.7% | +33.6% | +34.0% |
| 6M | -37.5% | +7.3% | -44.8% | -40.8% |
| YTD | -44.5% | +23.1% | -67.6% | -55.1% |
| 1Y | -33.0% | +47.1% | -80.0% | -54.2% |
| 3Y | -6.4% | +33.3% | -39.6% | -28.5% |
| All | -6.4% | +33.3% | -39.6% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling