+296.9%
ANET vs TSLL
-28.0%
+324.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.9% | -7.3% | -0.5% |
| 7D | +3.0% | +5.8% | -2.8% | +2.0% |
| 30D | +3.3% | +21.7% | -18.4% | -0.1% |
| 3M | +24.7% | -28.2% | +52.9% | +28.0% |
| 6M | +46.7% | -29.5% | +76.2% | +49.1% |
| YTD | +48.8% | -47.5% | +96.3% | +57.0% |
| 1Y | +39.2% | -20.8% | +60.0% | +36.4% |
| 3Y | +296.9% | -26.7% | +323.7% | +232.6% |
| All | +296.9% | -28.0% | +324.9% | +232.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling