-37.0%
TSLL vs KWEB
-4.4%
-32.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.0% | -13.8% | -13.3% |
| 7D | +1.9% | -1.0% | +2.9% | +2.8% |
| 30D | +17.8% | -8.7% | +26.5% | +29.0% |
| 3M | -37.0% | -4.0% | -33.0% | -31.0% |
| All | -37.0% | -4.4% | -32.6% | -31.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling