-51.7%
TSLL vs KRMN
+33.3%
-84.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.3% | -10.5% | -11.2% |
| 7D | +1.9% | -12.3% | +14.2% | +7.6% |
| 30D | +17.8% | -27.5% | +45.2% | +35.6% |
| 3M | -37.0% | -26.5% | -10.5% | -29.3% |
| 6M | -37.7% | -59.6% | +21.9% | -7.0% |
| YTD | -51.4% | -45.4% | -6.0% | -44.1% |
| 1Y | -23.4% | -25.1% | +1.7% | -31.9% |
| All | -51.7% | +33.3% | -84.9% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling