-55.4%
TSLL vs KWEB
+4.0%
-59.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.0% | -13.8% | -13.1% |
| 7D | +1.9% | -1.0% | +2.9% | +2.2% |
| 30D | +17.8% | -8.7% | +26.5% | +24.2% |
| 3M | -37.0% | -4.0% | -33.0% | -35.5% |
| 6M | -37.7% | -13.1% | -24.5% | -31.9% |
| YTD | -51.4% | -23.5% | -27.9% | -42.6% |
| 1Y | -23.4% | -27.2% | +3.8% | -5.5% |
| 3Y | -30.8% | -2.1% | -28.7% | -29.2% |
| All | -55.4% | +4.0% | -59.5% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling