+115.4%
AAPL vs TSLL
-53.8%
+169.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | +5.0% | -11.0% | +16.0% | +5.8% |
| 30D | +3.5% | -5.3% | +8.8% | +3.4% |
| 3M | +13.1% | +20.8% | -7.8% | +9.5% |
| 6M | +19.0% | -36.0% | +55.0% | +21.1% |
| YTD | +28.5% | -47.3% | +75.8% | +32.2% |
| 1Y | +29.7% | -48.4% | +78.1% | +33.0% |
| 3Y | +89.2% | -5.4% | +94.7% | +54.1% |
| All | +115.4% | -53.8% | +169.2% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 10y: compounded portfolio wealth divided by compounded TSLL 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…
10y analysis · Full analysis span regression · 6 months rolling