-20.8%
TSLL vs TKO
+1.9%
-22.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.0% | +2.9% | +6.5% |
| 7D | +5.8% | +7.2% | -1.4% | +4.1% |
| 30D | +21.7% | +4.7% | +17.0% | +20.7% |
| 3M | -28.2% | -3.2% | -25.0% | -28.3% |
| 6M | -29.5% | -2.9% | -26.6% | -29.9% |
| YTD | -47.5% | -5.8% | -41.7% | -46.9% |
| 1Y | -20.8% | -1.1% | -19.7% | -21.0% |
| All | -20.8% | +1.9% | -22.7% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling