-51.7%
TSLL vs AEM
+359.9%
-411.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.1% | +6.1% | +2.6% |
| 7D | -11.0% | +13.9% | -24.9% | -15.4% |
| 30D | -5.3% | +0.8% | -6.1% | -6.1% |
| 3M | +20.8% | +5.8% | +15.1% | +18.2% |
| 6M | -36.0% | -1.0% | -35.0% | -36.3% |
| YTD | -47.3% | +13.1% | -60.4% | -49.6% |
| 1Y | -48.4% | +14.4% | -62.9% | -50.7% |
| 3Y | -5.4% | +325.7% | -331.2% | -33.0% |
| All | -51.7% | +359.9% | -411.6% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling