-33.9%
TSLL vs KVYO
-56.1%
+22.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.0% |
| 7D | -7.3% | -18.4% | +11.0% | -0.1% |
| 30D | +15.8% | -12.1% | +27.9% | +21.1% |
| 3M | -19.5% | +11.2% | -30.6% | -24.7% |
| 6M | -32.1% | -19.8% | -12.3% | -33.1% |
| YTD | -48.9% | -50.3% | +1.4% | -36.5% |
| 1Y | -23.4% | -48.3% | +24.9% | -8.9% |
| All | -33.9% | -56.1% | +22.2% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling