+537.9%
ANET vs TSLL
-54.1%
+592.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +3.7% | +5.1% | -1.5% | +2.7% |
| 30D | +0.7% | +20.0% | -19.2% | -2.5% |
| 3M | +26.8% | -23.8% | +50.5% | +29.2% |
| 6M | +40.7% | -30.3% | +70.9% | +43.2% |
| YTD | +47.2% | -47.7% | +94.9% | +55.6% |
| 1Y | +36.0% | -21.2% | +57.1% | +33.1% |
| 3Y | +292.8% | -26.9% | +319.7% | +230.4% |
| All | +537.9% | -54.1% | +592.1% | +476.6% |
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