-49.1%
TSLL vs INFY
-31.4%
-17.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +17.8% | -1.7% | +19.5% | +18.8% |
| 30D | +8.2% | +7.1% | +1.2% | +1.1% |
| 3M | +20.9% | -1.0% | +21.8% | +18.2% |
| 6M | -37.5% | +5.9% | -43.4% | -45.0% |
| YTD | -44.5% | -29.5% | -15.0% | -31.3% |
| 1Y | -33.0% | -26.0% | -7.0% | -23.7% |
| 3Y | -6.4% | -19.4% | +13.0% | +2.6% |
| All | -49.1% | -31.4% | -17.7% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 INFY 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