-47.2%
TSLL vs TKO
+190.5%
-237.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.7% | +6.1% | +4.4% |
| 7D | +33.0% | +2.6% | +30.4% | +31.8% |
| 30D | +7.7% | +11.6% | -3.9% | +3.4% |
| 3M | +34.7% | -0.1% | +34.9% | +35.0% |
| 6M | -31.5% | +6.7% | -38.2% | -33.8% |
| YTD | -42.4% | -6.0% | -36.3% | -41.8% |
| 1Y | -39.7% | +8.5% | -48.2% | -42.6% |
| 3Y | +3.4% | +150.9% | -147.6% | -18.8% |
| All | -47.2% | +190.5% | -237.6% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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