-77.8%
TSLQ vs KRMN
+17.6%
-95.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | +0.2% |
| 7D | -6.6% | -11.8% | +5.2% | -11.6% |
| 30D | -24.3% | -43.0% | +18.7% | -42.0% |
| 3M | -3.6% | -28.8% | +25.2% | -15.9% |
| 6M | -12.0% | -66.3% | +54.4% | -45.6% |
| YTD | +1.4% | -51.8% | +53.2% | -17.8% |
| 1Y | -43.6% | -44.7% | +1.1% | -46.2% |
| All | -77.8% | +17.6% | -95.4% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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