-49.1%
TSLL vs AEM
+330.9%
-380.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +17.8% | -6.8% | +24.7% | +20.5% |
| 30D | +8.2% | +0.8% | +7.4% | +7.0% |
| 3M | +20.9% | -0.8% | +21.7% | +20.7% |
| 6M | -37.5% | -8.5% | -29.0% | -36.4% |
| YTD | -44.5% | +5.9% | -50.4% | -45.8% |
| 1Y | -33.0% | +6.6% | -39.6% | -34.6% |
| 3Y | -6.4% | +302.2% | -308.6% | -32.4% |
| All | -49.1% | +330.9% | -380.0% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling