-48.4%
TSLL vs INFY
-23.3%
-25.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +1.2% |
| 7D | -11.0% | +5.5% | -16.6% | -10.0% |
| 30D | -5.3% | +17.3% | -22.6% | -3.0% |
| 3M | +20.8% | +0.2% | +20.6% | +22.0% |
| 6M | -36.0% | +0.3% | -36.2% | -33.8% |
| YTD | -47.3% | -27.8% | -19.5% | -45.1% |
| 1Y | -48.4% | -23.3% | -25.2% | -47.0% |
| All | -48.4% | -23.3% | -25.1% | -47.0% |
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