-46.0%
TSLL vs AEP
+10.7%
-56.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.8% | -6.6% |
| 7D | -9.4% | +0.8% | -10.2% | -8.9% |
| 30D | +1.6% | +7.9% | -6.4% | +7.0% |
| 3M | +29.4% | +1.5% | +27.9% | +31.0% |
| 6M | -20.1% | -2.6% | -17.6% | -21.2% |
| YTD | -44.5% | +14.7% | -59.2% | -47.1% |
| 1Y | -46.0% | +10.8% | -56.8% | -46.5% |
| All | -46.0% | +10.7% | -56.7% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 1y: compounded portfolio wealth divided by compounded AEP 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…
1y analysis · Full analysis span regression · 6 months rolling