-35.3%
TSLL vs AEP
+79.3%
-114.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.2% | -11.7% | -11.9% |
| 7D | +1.9% | +1.8% | +0.1% | +2.7% |
| 30D | +17.8% | -0.8% | +18.6% | +17.5% |
| 3M | -37.0% | -1.8% | -35.2% | -37.3% |
| 6M | -37.7% | -5.4% | -32.3% | -38.7% |
| YTD | -51.4% | +10.4% | -61.8% | -49.7% |
| 1Y | -23.4% | +18.2% | -41.5% | -18.8% |
| All | -35.3% | +79.3% | -114.7% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling