+25.4%
ANET vs TSLL
-24.7%
+50.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.7% |
| 7D | -1.3% | -7.3% | +6.0% | -0.4% |
| 30D | -4.5% | +15.8% | -20.2% | -7.1% |
| 3M | +24.5% | -19.5% | +44.0% | +26.3% |
| 6M | +35.4% | -32.1% | +67.4% | +38.1% |
| YTD | +44.2% | -48.9% | +93.1% | +50.9% |
| 1Y | +25.4% | -23.4% | +48.8% | +31.3% |
| All | +25.4% | -24.7% | +50.1% | +31.3% |
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