-51.9%
TSLL vs KNX
+37.5%
-89.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.7% | +9.5% | +9.2% |
| 7D | +5.8% | +6.4% | -0.6% | +0.3% |
| 30D | +21.7% | +1.4% | +20.3% | +20.0% |
| 3M | -28.2% | -12.0% | -16.2% | -20.0% |
| 6M | -29.5% | +25.2% | -54.6% | -41.8% |
| YTD | -47.5% | +36.6% | -84.1% | -60.5% |
| 1Y | -20.8% | +67.6% | -88.4% | -51.8% |
| 3Y | -26.7% | +40.8% | -67.5% | -46.6% |
| All | -51.9% | +37.5% | -89.5% | -65.7% |
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