-30.8%
TSLL vs KVYO
-47.3%
+16.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.8% |
| 7D | +6.1% | -12.1% | +18.2% | +7.7% |
| 30D | +20.6% | -5.2% | +25.8% | +21.6% |
| 3M | -25.4% | +14.5% | -39.9% | -26.3% |
| 6M | -34.2% | -17.6% | -16.6% | -34.9% |
| YTD | -48.4% | -49.6% | +1.2% | -43.2% |
| 1Y | -30.8% | -48.6% | +17.7% | -21.9% |
| All | -30.8% | -47.3% | +16.5% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling