+110.2%
LLY vs TSLL
-30.6%
+140.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -11.8% | +11.0% | -0.5% |
| 7D | -2.1% | +1.9% | -4.0% | -2.3% |
| 30D | -1.6% | +17.8% | -19.4% | -2.3% |
| 3M | +2.3% | -37.0% | +39.3% | +3.4% |
| 6M | +14.9% | -37.7% | +52.6% | +15.8% |
| YTD | +7.5% | -51.4% | +58.8% | +9.1% |
| 1Y | +55.7% | -23.4% | +79.0% | +54.5% |
| All | +110.2% | -30.6% | +140.8% | +107.8% |
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