+132.8%
AMAT vs TSLL
-27.3%
+160.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -21.9% | +8.3% | -9.8% |
| 7D | -24.3% | -28.9% | +4.6% | -19.8% |
| 30D | -39.8% | -21.4% | -18.4% | -37.3% |
| 3M | -40.2% | +5.0% | -45.2% | -41.2% |
| 6M | -22.1% | -36.6% | +14.5% | -18.0% |
| YTD | +24.7% | -56.6% | +81.3% | +37.3% |
| 1Y | +33.3% | -60.9% | +94.1% | +48.1% |
| All | +132.8% | -27.3% | +160.2% | +109.3% |
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