-46.0%
TSLL vs KR
+10.2%
-56.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.2% | -9.6% | -3.7% |
| 7D | -9.4% | +6.1% | -15.5% | -4.8% |
| 30D | +1.6% | +17.3% | -15.8% | +16.9% |
| 3M | +29.4% | +20.2% | +9.2% | +52.6% |
| 6M | -20.1% | +3.3% | -23.5% | -16.6% |
| YTD | -44.5% | +12.3% | -56.8% | -36.2% |
| 1Y | -46.0% | +10.6% | -56.6% | -36.7% |
| All | -46.0% | +10.2% | -56.2% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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