-48.0%
TSLL vs KRMN
+17.4%
-65.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -11.3% | +11.1% | +4.9% |
| 7D | +5.1% | -12.9% | +18.0% | +11.5% |
| 30D | +20.0% | -43.3% | +63.3% | +54.7% |
| 3M | -23.8% | -27.2% | +3.4% | -15.5% |
| 6M | -30.3% | -66.8% | +36.5% | +14.5% |
| YTD | -47.7% | -51.9% | +4.2% | -36.5% |
| 1Y | -21.2% | -43.7% | +22.5% | -16.1% |
| All | -48.0% | +17.4% | -65.4% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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