-5.9%
TSLL vs AEE
+62.8%
-68.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.1% | +5.8% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | +2.7% | +9.7% | -7.1% | +2.7% |
| 3M | +26.3% | +5.8% | +20.5% | +26.3% |
| 6M | -37.2% | +4.5% | -41.6% | -37.8% |
| YTD | -44.2% | +15.8% | -60.1% | -46.8% |
| 1Y | -44.0% | +10.8% | -54.7% | -45.6% |
| All | -5.9% | +62.8% | -68.8% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling