-48.1%
TSLL vs KRMN
+53.0%
-101.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.6% | +10.3% | +10.7% |
| 7D | -14.3% | +17.3% | -31.6% | -21.0% |
| 30D | -6.2% | +40.8% | -47.0% | -20.9% |
| 3M | +21.2% | -21.2% | +42.4% | +31.0% |
| 6M | -36.6% | -24.6% | -12.0% | -32.2% |
| YTD | -47.8% | -37.3% | -10.5% | -45.1% |
| 1Y | -45.2% | -35.1% | -10.2% | -44.2% |
| All | -48.1% | +53.0% | -101.1% | -80.1% |
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