-55.4%
TSLL vs KNX
+39.9%
-95.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.8% | -15.6% | -14.8% |
| 7D | +1.9% | +7.4% | -5.5% | -3.7% |
| 30D | +17.8% | +2.0% | +15.8% | +15.8% |
| 3M | -37.0% | -7.9% | -29.1% | -32.1% |
| 6M | -37.7% | +14.4% | -52.0% | -44.6% |
| YTD | -51.4% | +38.9% | -90.3% | -63.8% |
| 1Y | -23.4% | +65.9% | -89.3% | -52.8% |
| 3Y | -30.8% | +35.8% | -66.6% | -47.9% |
| All | -55.4% | +39.9% | -95.3% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling