+111.7%
AAPL vs TSLL
-58.7%
+170.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.6% | -9.2% | -1.4% |
| 7D | -0.7% | -21.2% | +20.6% | +1.4% |
| 30D | +1.7% | -13.3% | +15.0% | +2.5% |
| 3M | +9.7% | +15.4% | -5.7% | +6.7% |
| 6M | +19.3% | -34.2% | +53.5% | +20.8% |
| YTD | +26.3% | -52.9% | +79.2% | +31.4% |
| 1Y | +27.4% | -54.3% | +81.7% | +32.2% |
| 3Y | +93.6% | -18.4% | +112.0% | +60.2% |
| All | +111.7% | -58.7% | +170.4% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling