-52.0%
TSLL vs INFY
-39.0%
-13.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +1.1% |
| 7D | +5.1% | -8.7% | +13.8% | +12.0% |
| 30D | +20.0% | -13.0% | +33.0% | +32.4% |
| 3M | -23.8% | -8.8% | -15.0% | -20.9% |
| 6M | -30.3% | -22.6% | -7.7% | -18.5% |
| YTD | -47.7% | -37.3% | -10.3% | -27.5% |
| 1Y | -21.2% | -33.4% | +12.2% | -0.6% |
| 3Y | -26.9% | -32.3% | +5.4% | -5.0% |
| All | -52.0% | -39.0% | -13.0% | -22.2% |
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