+540.8%
ANET vs TSLL
-57.4%
+598.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -11.8% | +13.1% | +2.9% |
| 7D | -0.8% | +1.9% | -2.7% | -1.4% |
| 30D | -1.8% | +17.8% | -19.5% | -4.7% |
| 3M | +16.7% | -37.0% | +53.7% | +22.1% |
| 6M | +43.7% | -37.7% | +81.4% | +48.8% |
| YTD | +47.9% | -51.4% | +99.3% | +58.0% |
| 1Y | +37.3% | -23.4% | +60.6% | +34.9% |
| 3Y | +292.7% | -30.8% | +323.5% | +232.8% |
| All | +540.8% | -57.4% | +598.1% | +485.4% |
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