-5.9%
TSLL vs AEM
+318.0%
-323.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.4% | +8.1% | +6.7% |
| 7D | +0.5% | +1.4% | -0.9% | -0.4% |
| 30D | +2.7% | -1.2% | +3.8% | +2.4% |
| 3M | +26.3% | +2.5% | +23.7% | +24.4% |
| 6M | -37.2% | -5.1% | -32.1% | -36.8% |
| YTD | -44.2% | +10.4% | -54.6% | -46.8% |
| 1Y | -44.0% | +11.8% | -55.7% | -46.7% |
| All | -5.9% | +318.0% | -323.9% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling