-33.3%
TSLL vs AEE
+49.6%
-82.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -11.9% | -11.9% |
| 7D | +1.9% | +0.3% | +1.6% | +1.9% |
| 30D | +17.8% | -2.3% | +20.0% | +17.9% |
| 3M | -37.0% | +0.2% | -37.2% | -38.3% |
| 6M | -37.7% | -4.7% | -32.9% | -37.9% |
| YTD | -51.4% | +8.1% | -59.5% | -53.8% |
| 1Y | -23.4% | +8.5% | -31.9% | -27.5% |
| All | -33.3% | +49.6% | -82.8% | -42.2% |
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 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