-23.4%
TSLL vs KRE
+17.8%
-41.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.5% | -12.4% | -12.2% |
| 7D | +1.9% | +1.3% | +0.6% | +1.0% |
| 30D | +17.8% | -2.7% | +20.4% | +19.6% |
| 3M | -37.0% | +8.2% | -45.2% | -39.4% |
| 6M | -37.7% | +12.8% | -50.5% | -41.9% |
| YTD | -51.4% | +17.5% | -68.9% | -55.7% |
| 1Y | -23.4% | +16.6% | -39.9% | -34.2% |
| All | -23.4% | +17.8% | -41.1% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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