-56.8%
TSLL vs AEE
+39.0%
-95.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.6% | +8.6% |
| 7D | -21.2% | +2.1% | -23.3% | -21.6% |
| 30D | -13.3% | +11.4% | -24.7% | -15.6% |
| 3M | +15.4% | +5.0% | +10.4% | +13.9% |
| 6M | -34.2% | +4.4% | -38.7% | -35.9% |
| YTD | -52.9% | +15.4% | -68.3% | -56.4% |
| 1Y | -54.3% | +13.8% | -68.1% | -57.5% |
| 3Y | -18.4% | +58.0% | -76.4% | -34.8% |
| All | -56.8% | +39.0% | -95.9% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling