-44.0%
TSLL vs AEE
+11.8%
-55.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.1% | +5.5% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | +2.7% | +9.7% | -7.1% | +11.4% |
| 3M | +26.3% | +5.8% | +20.5% | +32.6% |
| 6M | -37.2% | +4.5% | -41.6% | -35.5% |
| YTD | -44.2% | +15.8% | -60.1% | -41.1% |
| 1Y | -44.0% | +10.8% | -54.7% | -39.2% |
| All | -44.0% | +11.8% | -55.7% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling