-19.0%
TSLL vs AAOX
-93.2%
+74.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -10.8% | +7.1% | -2.3% |
| 7D | +17.8% | -3.4% | +21.2% | +17.5% |
| 30D | +8.2% | -72.8% | +81.1% | +22.3% |
| 3M | +20.9% | -90.7% | +111.5% | +46.4% |
| 6M | -37.5% | -98.2% | +60.7% | -21.4% |
| All | -19.0% | -93.2% | +74.2% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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