-37.0%
TSLL vs KRE
+9.7%
-46.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.5% | -12.4% | -12.4% |
| 7D | +1.9% | +1.3% | +0.6% | +0.5% |
| 30D | +17.8% | -2.7% | +20.4% | +21.5% |
| 3M | -37.0% | +8.2% | -45.2% | -40.4% |
| All | -37.0% | +9.7% | -46.7% | -40.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling