-53.1%
TSLL vs LYFT
-22.5%
-30.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.7% |
| 7D | -7.3% | -13.1% | +5.8% | -1.4% |
| 30D | +15.8% | -14.4% | +30.1% | +23.7% |
| 3M | -19.5% | +12.2% | -31.6% | -23.5% |
| 6M | -32.1% | +13.4% | -45.4% | -35.8% |
| YTD | -48.9% | -22.5% | -26.4% | -44.0% |
| 1Y | -23.4% | -20.8% | -2.6% | -18.1% |
| 3Y | -28.6% | +38.8% | -67.4% | -46.5% |
| All | -53.1% | -22.5% | -30.7% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling