-20.8%
TSLL vs KRMN
-37.1%
+16.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.7% | +8.6% | +8.1% |
| 7D | +5.8% | -3.4% | +9.2% | +7.1% |
| 30D | +21.7% | -31.8% | +53.5% | +38.1% |
| 3M | -28.2% | -20.0% | -8.2% | -24.6% |
| 6M | -29.5% | -60.5% | +31.1% | -3.9% |
| YTD | -47.5% | -45.8% | -1.8% | -42.5% |
| 1Y | -20.8% | -36.4% | +15.6% | -20.5% |
| All | -20.8% | -37.1% | +16.3% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling