+387.6%
LLY vs TSLL
-49.5%
+437.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -0.8% |
| 7D | +4.6% | +33.0% | -28.4% | +3.7% |
| 30D | +22.4% | +7.7% | +14.7% | +21.9% |
| 3M | +17.1% | +34.7% | -17.6% | +15.7% |
| 6M | +44.6% | -31.5% | +76.2% | +45.2% |
| YTD | +33.5% | -42.4% | +75.8% | +34.2% |
| 1Y | +41.1% | -39.7% | +80.8% | +41.5% |
| 3Y | +143.8% | +3.4% | +140.4% | +133.5% |
| All | +387.6% | -49.5% | +437.1% | +412.1% |
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