-48.9%
TSLL vs AEE
+39.6%
-88.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.1% | +5.9% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | +2.7% | +9.7% | -7.1% | +0.3% |
| 3M | +26.3% | +5.8% | +20.5% | +24.4% |
| 6M | -37.2% | +4.5% | -41.6% | -38.7% |
| YTD | -44.2% | +15.8% | -60.1% | -48.4% |
| 1Y | -44.0% | +10.8% | -54.7% | -47.0% |
| 3Y | 0.0% | +62.8% | -62.8% | -21.4% |
| All | -48.9% | +39.6% | -88.5% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling