-33.3%
TSLL vs KVYO
-55.5%
+22.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.4% |
| 7D | +6.1% | -12.1% | +18.2% | +11.0% |
| 30D | +20.6% | -5.2% | +25.8% | +22.7% |
| 3M | -25.4% | +14.5% | -39.9% | -31.0% |
| 6M | -34.2% | -17.6% | -16.6% | -35.9% |
| YTD | -48.4% | -49.6% | +1.2% | -36.3% |
| 1Y | -30.8% | -48.6% | +17.7% | -17.3% |
| All | -33.3% | -55.5% | +22.2% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 KVYO 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