-48.4%
TSLL vs AEP
+8.1%
-56.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.7% |
| 7D | -11.0% | -1.6% | -9.5% | -12.2% |
| 30D | -5.3% | +4.1% | -9.4% | -2.7% |
| 3M | +20.8% | +4.1% | +16.7% | +24.1% |
| 6M | -36.0% | -1.0% | -35.0% | -37.2% |
| YTD | -47.3% | +13.4% | -60.7% | -50.6% |
| 1Y | -48.4% | +6.7% | -55.1% | -45.9% |
| All | -48.4% | +8.1% | -56.6% | -45.9% |
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