-78.1%
TSLQ vs KRMN
+17.4%
-95.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.3% | +11.4% | -5.0% |
| 7D | -8.0% | -12.9% | +4.9% | -13.4% |
| 30D | -23.8% | -43.3% | +19.6% | -41.8% |
| 3M | -7.0% | -27.2% | +20.2% | -17.3% |
| 6M | -17.1% | -66.8% | +49.7% | -49.2% |
| YTD | +0.1% | -51.9% | +51.9% | -19.0% |
| 1Y | -51.2% | -43.7% | -7.5% | -52.7% |
| All | -78.1% | +17.4% | -95.5% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling