-23.4%
TSLL vs LYFT
-18.8%
-4.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.7% |
| 7D | -7.3% | -13.1% | +5.8% | -1.7% |
| 30D | +15.8% | -14.4% | +30.1% | +23.2% |
| 3M | -19.5% | +12.2% | -31.6% | -22.9% |
| 6M | -32.1% | +13.4% | -45.4% | -35.2% |
| YTD | -48.9% | -22.5% | -26.4% | -46.6% |
| 1Y | -23.4% | -20.8% | -2.6% | -20.7% |
| All | -23.4% | -18.8% | -4.6% | -20.7% |
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