-48.9%
TSLL vs TKO
+10.0%
-58.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.5% | +6.4% | +9.5% |
| 7D | -14.3% | +7.8% | -22.1% | -15.9% |
| 30D | -6.2% | +12.2% | -18.3% | -8.8% |
| 3M | +21.2% | +7.5% | +13.7% | +19.5% |
| 6M | -36.6% | +7.7% | -44.3% | -38.9% |
| YTD | -47.8% | -3.3% | -44.4% | -47.3% |
| All | -48.9% | +10.0% | -58.9% | -52.5% |
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