+51.3%
TSLL vs KVUE
-13.6%
+64.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -29.0% | +13.1% | -42.1% | -28.6% |
| 7D | -29.0% | +13.1% | -42.1% | -28.6% |
| 30D | -29.0% | +13.1% | -42.1% | -28.6% |
| 3M | -29.0% | +13.1% | -42.1% | -28.6% |
| 6M | -9.1% | +12.7% | -21.8% | -8.7% |
| YTD | -40.2% | +15.9% | -56.1% | -40.1% |
| 1Y | -41.0% | +42.1% | -83.2% | -42.6% |
| 3Y | +20.9% | +17.3% | +3.5% | +18.8% |
| All | +51.3% | -13.6% | +64.9% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 5y: compounded portfolio wealth divided by compounded KVUE 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…
5y analysis · Full analysis span regression · 6 months rolling