-18.4%
TSLL vs AEIS
+117.1%
-135.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.1% | +2.5% | +3.0% |
| 7D | -21.2% | -11.3% | -9.9% | -12.2% |
| 30D | -13.3% | -32.6% | +19.3% | +23.6% |
| 3M | +15.4% | -39.2% | +54.5% | +73.7% |
| 6M | -34.2% | -45.4% | +11.1% | +6.4% |
| YTD | -52.9% | -5.8% | -47.1% | -64.8% |
| 1Y | -54.3% | -10.0% | -44.4% | -63.8% |
| 3Y | -18.4% | +121.2% | -139.5% | -78.2% |
| All | -18.4% | +117.1% | -135.5% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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