+97.8%
AAPL vs TSLL
-57.4%
+155.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -11.8% | +9.3% | -1.3% |
| 7D | +0.1% | +1.9% | -1.8% | -0.3% |
| 30D | +3.0% | +17.8% | -14.8% | +0.8% |
| 3M | +2.9% | -37.0% | +39.9% | +5.9% |
| 6M | +22.1% | -37.7% | +59.8% | +24.8% |
| YTD | +18.0% | -51.4% | +69.4% | +23.4% |
| 1Y | +33.9% | -23.4% | +57.3% | +30.6% |
| 3Y | +71.2% | -30.8% | +101.9% | +45.5% |
| All | +97.8% | -57.4% | +155.2% | +85.0% |
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