-51.7%
TSLL vs INFY
-29.7%
-22.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | 0.0% |
| 7D | -11.0% | +5.5% | -16.6% | -14.9% |
| 30D | -5.3% | +17.3% | -22.6% | -16.7% |
| 3M | +20.8% | +0.2% | +20.6% | +17.6% |
| 6M | -36.0% | +0.3% | -36.2% | -40.5% |
| YTD | -47.3% | -27.8% | -19.5% | -35.6% |
| 1Y | -48.4% | -23.3% | -25.2% | -42.9% |
| 3Y | -5.4% | -17.8% | +12.4% | +2.7% |
| All | -51.7% | -29.7% | -22.0% | -30.9% |
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