+511.8%
ANET vs TSLL
-53.8%
+565.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | +8.9% | -11.0% | +19.9% | +10.6% |
| 30D | -14.6% | -5.3% | -9.3% | -14.1% |
| 3M | -3.4% | +20.8% | -24.2% | -6.8% |
| 6M | +30.5% | -36.0% | +66.5% | +35.3% |
| YTD | +41.2% | -47.3% | +88.5% | +48.8% |
| 1Y | +34.8% | -48.4% | +83.2% | +41.7% |
| 3Y | +257.8% | -5.4% | +263.2% | +191.5% |
| All | +511.8% | -53.8% | +565.6% | +451.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling