-18.4%
TSLL vs KRE
+79.4%
-97.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.2% | +8.8% | +8.9% |
| 7D | -21.2% | +0.3% | -21.5% | -21.0% |
| 30D | -13.3% | +4.8% | -18.1% | -18.8% |
| 3M | +15.4% | -5.1% | +20.5% | +23.4% |
| 6M | -34.2% | +3.3% | -37.5% | -37.9% |
| YTD | -52.9% | +13.3% | -66.3% | -62.2% |
| 1Y | -54.3% | +22.9% | -77.2% | -68.0% |
| 3Y | -18.4% | +82.1% | -100.5% | -54.3% |
| All | -18.4% | +79.4% | -97.8% | -54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling