-51.9%
TSLL vs KR
+33.6%
-85.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.4% | +10.2% | +7.0% |
| 7D | +5.8% | -1.3% | +7.1% | +5.3% |
| 30D | +21.7% | +1.5% | +20.2% | +22.4% |
| 3M | -28.2% | -8.5% | -19.7% | -30.0% |
| 6M | -29.5% | -21.9% | -7.6% | -34.0% |
| YTD | -47.5% | -6.9% | -40.7% | -48.3% |
| 1Y | -20.8% | -14.0% | -6.8% | -22.7% |
| 3Y | -26.7% | +30.3% | -57.0% | -33.0% |
| All | -51.9% | +33.6% | -85.6% | -57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling