+31.0%
AAPL vs TSLL
-39.8%
+70.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +0.5% |
| 7D | +4.1% | +17.8% | -13.7% | +3.5% |
| 30D | +4.0% | +8.2% | -4.3% | +3.4% |
| 3M | +16.8% | +20.9% | -4.1% | +15.3% |
| 6M | +19.4% | -37.5% | +56.9% | +21.7% |
| YTD | +31.5% | -44.5% | +76.0% | +31.6% |
| 1Y | +31.0% | -33.0% | +63.9% | +30.4% |
| All | +31.0% | -39.8% | +70.8% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling