-6.4%
TSLL vs AEIS
+148.8%
-155.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.3% | 0.0% |
| 7D | +17.8% | +11.5% | +6.3% | +6.5% |
| 30D | +8.2% | -15.8% | +24.0% | +25.5% |
| 3M | +20.9% | -33.3% | +54.2% | +68.6% |
| 6M | -37.5% | -35.2% | -2.3% | -14.2% |
| YTD | -44.5% | +5.0% | -49.5% | -62.7% |
| 1Y | -33.0% | +8.5% | -41.4% | -57.2% |
| 3Y | -6.4% | +152.9% | -159.3% | -78.3% |
| All | -6.4% | +148.8% | -155.2% | -78.3% |
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