-52.0%
TSLL vs TKO
+184.8%
-236.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.6% |
| 7D | +5.1% | +0.7% | +4.4% | +5.0% |
| 30D | +20.0% | +0.9% | +19.1% | +19.7% |
| 3M | -23.8% | -6.2% | -17.6% | -22.2% |
| 6M | -30.3% | -5.6% | -24.7% | -29.3% |
| YTD | -47.7% | -7.8% | -39.8% | -46.7% |
| 1Y | -21.2% | -1.2% | -20.0% | -22.3% |
| 3Y | -26.9% | +106.5% | -133.4% | -40.9% |
| All | -52.0% | +184.8% | -236.8% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling