-51.9%
TSLL vs KRE
+30.2%
-82.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.3% | +9.1% | +9.4% |
| 7D | +5.8% | +2.3% | +3.5% | +2.7% |
| 30D | +21.7% | -2.5% | +24.2% | +24.9% |
| 3M | -28.2% | +6.2% | -34.5% | -33.5% |
| 6M | -29.5% | +15.8% | -45.3% | -41.6% |
| YTD | -47.5% | +16.0% | -63.5% | -57.2% |
| 1Y | -20.8% | +16.2% | -37.0% | -36.2% |
| 3Y | -26.7% | +86.4% | -113.1% | -59.3% |
| All | -51.9% | +30.2% | -82.1% | -53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling