-6.4%
TSLL vs LYFT
+67.6%
-74.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.9% | -4.7% |
| 7D | +17.8% | -0.6% | +18.5% | +17.9% |
| 30D | +8.2% | +3.0% | +5.2% | +5.7% |
| 3M | +20.9% | -0.9% | +21.7% | +19.3% |
| 6M | -37.5% | +24.1% | -61.6% | -44.2% |
| YTD | -44.5% | -12.3% | -32.2% | -43.3% |
| 1Y | -33.0% | -28.7% | -4.3% | -25.2% |
| 3Y | -6.4% | +73.8% | -80.2% | -35.1% |
| All | -6.4% | +67.6% | -74.0% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling