+32.5%
TSLL vs KVUE
-20.6%
+53.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | 0.0% |
| 7D | +5.1% | -7.2% | +12.3% | +5.6% |
| 30D | +20.0% | -5.7% | +25.7% | +20.3% |
| 3M | -23.8% | +0.2% | -23.9% | -24.0% |
| 6M | -30.3% | 0.0% | -30.3% | -30.5% |
| YTD | -47.7% | +6.5% | -54.2% | -48.2% |
| 1Y | -21.2% | -1.4% | -19.8% | -21.8% |
| 3Y | -26.9% | -5.6% | -21.3% | -25.9% |
| All | +32.5% | -20.6% | +53.1% | +23.6% |
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