-46.0%
TSLL vs KWEB
-34.1%
-11.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.5% | -10.8% | -10.0% |
| 7D | -9.4% | +5.8% | -15.2% | -13.9% |
| 30D | +1.6% | -1.0% | +2.5% | +2.3% |
| 3M | +29.4% | -15.8% | +45.2% | +51.8% |
| 6M | -20.1% | -14.9% | -5.2% | -8.0% |
| YTD | -44.5% | -28.6% | -15.9% | -22.8% |
| 1Y | -46.0% | -33.9% | -12.1% | -10.3% |
| All | -46.0% | -34.1% | -11.9% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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