-51.7%
TSLL vs KNX
+20.7%
-72.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.1% |
| 7D | -11.0% | -1.1% | -9.9% | -9.4% |
| 30D | -5.3% | -3.7% | -1.6% | -2.0% |
| 3M | +20.8% | -9.3% | +30.1% | +30.0% |
| 6M | -36.0% | -2.5% | -33.5% | -34.7% |
| YTD | -47.3% | +19.8% | -67.1% | -56.0% |
| 1Y | -48.4% | +37.3% | -85.7% | -61.7% |
| 3Y | -5.4% | +29.5% | -34.9% | -26.6% |
| All | -51.7% | +20.7% | -72.4% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling