-56.8%
TSLL vs KR
+58.2%
-115.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.5% | +11.1% | +7.6% |
| 7D | -21.2% | +1.4% | -22.6% | -20.6% |
| 30D | -13.3% | +14.3% | -27.6% | -8.1% |
| 3M | +15.4% | +18.9% | -3.5% | +24.7% |
| 6M | -34.2% | +3.8% | -38.0% | -31.6% |
| YTD | -52.9% | +10.2% | -63.1% | -50.0% |
| 1Y | -54.3% | +9.2% | -63.5% | -51.5% |
| 3Y | -18.4% | +60.3% | -78.7% | -20.0% |
| All | -56.8% | +58.2% | -115.0% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling