+132.2%
LLY vs TSLL
-21.0%
+153.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.6% | -9.4% | -1.0% |
| 7D | -4.5% | -21.2% | +16.7% | -3.9% |
| 30D | +13.9% | -13.3% | +27.2% | +14.2% |
| 3M | +13.8% | +15.4% | -1.6% | +12.9% |
| 6M | +37.6% | -34.2% | +71.8% | +38.3% |
| YTD | +26.6% | -52.9% | +79.5% | +28.2% |
| 1Y | +45.3% | -54.3% | +99.7% | +47.1% |
| 3Y | +132.2% | -18.4% | +150.6% | +123.9% |
| All | +132.2% | -21.0% | +153.3% | +123.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling