+119.6%
AAPL vs TSLL
-49.5%
+169.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.5% |
| 7D | +3.2% | +33.0% | -29.8% | +0.2% |
| 30D | +4.1% | +7.7% | -3.6% | +2.6% |
| 3M | +17.5% | +34.7% | -17.2% | +12.6% |
| 6M | +20.6% | -31.5% | +52.1% | +21.9% |
| YTD | +31.0% | -42.4% | +73.4% | +33.5% |
| 1Y | +30.2% | -39.7% | +69.9% | +31.3% |
| 3Y | +92.9% | +3.4% | +89.5% | +55.6% |
| All | +119.6% | -49.5% | +169.0% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling