+366.2%
LLY vs TSLL
-62.0%
+428.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -21.9% | +18.1% | -3.1% |
| 7D | -0.7% | -28.9% | +28.2% | +0.2% |
| 30D | +17.9% | -21.4% | +39.3% | +18.6% |
| 3M | +16.8% | +5.0% | +11.8% | +16.3% |
| 6M | +38.4% | -36.6% | +75.0% | +39.2% |
| YTD | +27.6% | -56.6% | +84.3% | +29.4% |
| 1Y | +48.3% | -60.9% | +109.2% | +50.8% |
| 3Y | +145.4% | -25.2% | +170.6% | +137.3% |
| All | +366.2% | -62.0% | +428.2% | +393.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling