-35.2%
TSLL vs LYFT
+25.3%
-60.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.2% | -8.6% | -9.3% |
| 7D | +1.9% | -5.5% | +7.4% | +6.2% |
| 30D | +17.8% | +1.5% | +16.3% | +15.3% |
| 3M | -37.0% | +18.4% | -55.4% | -45.2% |
| All | -35.2% | +25.3% | -60.6% | -46.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling