+382.4%
LLY vs TSLL
-54.2%
+436.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.9% | -6.6% | +4.0% |
| 7D | +0.1% | -14.3% | +14.4% | +0.4% |
| 30D | +19.7% | -6.2% | +25.9% | +19.8% |
| 3M | +19.3% | +21.2% | -1.9% | +18.2% |
| 6M | +49.3% | -36.6% | +85.9% | +50.3% |
| YTD | +32.0% | -47.8% | +79.8% | +33.2% |
| 1Y | +53.7% | -45.2% | +98.9% | +54.6% |
| 3Y | +143.7% | -3.3% | +147.0% | +134.0% |
| All | +382.4% | -54.2% | +436.6% | +408.1% |
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