-18.4%
TSLL vs TKO
+128.6%
-147.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.0% | +7.7% | +8.2% |
| 7D | -21.2% | +5.7% | -26.9% | -23.2% |
| 30D | -13.3% | +6.9% | -20.2% | -16.1% |
| 3M | +15.4% | +2.4% | +13.0% | +14.2% |
| 6M | -34.2% | +1.1% | -35.3% | -35.6% |
| YTD | -52.9% | -7.5% | -45.4% | -52.0% |
| 1Y | -54.3% | +7.2% | -61.5% | -57.6% |
| 3Y | -18.4% | +131.3% | -149.7% | -42.7% |
| All | -18.4% | +128.6% | -147.0% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling