+169.4%
AMAT vs TSLL
-7.0%
+176.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.3% | +3.0% | -2.2% |
| 7D | -11.2% | -9.4% | -1.8% | -9.8% |
| 30D | -31.9% | +1.6% | -33.4% | -32.1% |
| 3M | -32.3% | +29.4% | -61.8% | -35.9% |
| 6M | -5.4% | -20.1% | +14.7% | -4.3% |
| YTD | +44.3% | -44.5% | +88.8% | +52.3% |
| 1Y | +61.4% | -46.0% | +107.4% | +70.0% |
| All | +169.4% | -7.0% | +176.4% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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