-46.0%
TSLL vs LYFT
-6.2%
-39.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +12.4% | -18.7% | -9.9% |
| 7D | -9.4% | +14.7% | -24.1% | -13.5% |
| 30D | +1.6% | +19.1% | -17.6% | -4.7% |
| 3M | +29.4% | +12.0% | +17.4% | +23.7% |
| 6M | -20.1% | +33.3% | -53.4% | -28.2% |
| YTD | -44.5% | -3.3% | -41.2% | -50.7% |
| 1Y | -46.0% | -3.5% | -42.5% | -52.9% |
| All | -46.0% | -6.2% | -39.8% | -52.9% |
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