-52.1%
TSLL vs TKO
+198.8%
-250.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.5% | +6.4% | +9.1% |
| 7D | -14.3% | +7.8% | -22.1% | -16.5% |
| 30D | -6.2% | +12.2% | -18.3% | -10.0% |
| 3M | +21.2% | +7.5% | +13.7% | +18.2% |
| 6M | -36.6% | +7.7% | -44.3% | -38.9% |
| YTD | -47.8% | -3.3% | -44.4% | -47.8% |
| 1Y | -45.2% | +11.1% | -56.3% | -48.4% |
| 3Y | -3.3% | +141.0% | -144.3% | -24.1% |
| All | -52.1% | +198.8% | -250.9% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling