-56.8%
TSLL vs KWEB
-0.6%
-56.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.5% | +8.2% | +8.3% |
| 7D | -21.2% | +9.4% | -30.6% | -25.9% |
| 30D | -13.3% | +2.3% | -15.6% | -15.0% |
| 3M | +15.4% | -12.3% | +27.7% | +23.8% |
| 6M | -34.2% | -16.4% | -17.8% | -27.3% |
| YTD | -52.9% | -26.9% | -26.0% | -43.3% |
| 1Y | -54.3% | -33.2% | -21.2% | -41.9% |
| 3Y | -18.4% | +1.2% | -19.6% | -17.6% |
| All | -56.8% | -0.6% | -56.2% | -56.5% |
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