-51.9%
TSLL vs KWEB
+1.3%
-53.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.6% | +10.5% | +9.5% |
| 7D | +5.8% | -1.3% | +7.1% | +6.2% |
| 30D | +21.7% | -11.5% | +33.2% | +30.6% |
| 3M | -28.2% | -2.9% | -25.3% | -27.2% |
| 6M | -29.5% | -14.6% | -14.8% | -22.2% |
| YTD | -47.5% | -25.5% | -22.0% | -37.1% |
| 1Y | -20.8% | -31.1% | +10.3% | +0.7% |
| 3Y | -26.7% | +3.0% | -29.7% | -26.3% |
| All | -51.9% | +1.3% | -53.2% | -51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling