-23.4%
TSLL vs LYFT
-1.1%
-22.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.2% | -8.6% | -10.5% |
| 7D | +1.9% | -5.5% | +7.4% | +4.2% |
| 30D | +17.8% | +1.5% | +16.3% | +16.9% |
| 3M | -37.0% | +18.4% | -55.4% | -40.8% |
| 6M | -37.7% | +20.8% | -58.5% | -42.1% |
| YTD | -51.4% | -13.7% | -37.7% | -51.6% |
| 1Y | -23.4% | -0.4% | -22.9% | -22.0% |
| All | -23.4% | -1.1% | -22.3% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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