-21.2%
TSLL vs INFY
-33.3%
+12.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.1% |
| 7D | +5.1% | -8.7% | +13.8% | +5.8% |
| 30D | +20.0% | -13.0% | +33.0% | +20.7% |
| 3M | -23.8% | -8.8% | -15.0% | -22.4% |
| 6M | -30.3% | -22.6% | -7.7% | -25.7% |
| YTD | -47.7% | -37.3% | -10.3% | -41.0% |
| 1Y | -21.2% | -33.4% | +12.2% | -18.8% |
| All | -21.2% | -33.3% | +12.1% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling