+47.0%
LLY vs TSLL
-47.7%
+94.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.9% | -6.6% | +4.2% |
| 7D | +0.1% | -14.3% | +14.4% | 0.0% |
| 30D | +19.7% | -6.2% | +25.9% | +19.7% |
| 3M | +19.3% | +21.2% | -1.9% | +19.3% |
| 6M | +49.3% | -36.6% | +85.9% | +50.4% |
| YTD | +32.0% | -47.8% | +79.8% | +30.7% |
| All | +47.0% | -47.7% | +94.7% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling