-52.1%
TSLL vs INFY
-30.8%
-21.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.9% | +11.8% | +11.4% |
| 7D | -14.3% | -1.1% | -13.2% | -14.7% |
| 30D | -6.2% | +15.5% | -21.6% | -16.7% |
| 3M | +21.2% | -1.1% | +22.3% | +18.9% |
| 6M | -36.6% | -1.3% | -35.2% | -40.5% |
| YTD | -47.8% | -29.0% | -18.8% | -35.6% |
| 1Y | -45.2% | -23.3% | -21.9% | -40.0% |
| 3Y | -3.3% | -17.8% | +14.6% | +4.3% |
| All | -52.1% | -30.8% | -21.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling