-48.9%
TSLL vs AEP
+51.4%
-100.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.7% | +5.8% |
| 7D | +0.5% | +0.7% | -0.3% | +0.5% |
| 30D | +2.7% | +4.8% | -2.1% | +3.0% |
| 3M | +26.3% | +5.4% | +20.9% | +26.8% |
| 6M | -37.2% | +0.4% | -37.6% | -37.3% |
| YTD | -44.2% | +15.5% | -59.7% | -44.8% |
| 1Y | -44.0% | +8.5% | -52.5% | -44.3% |
| 3Y | 0.0% | +84.6% | -84.6% | -19.1% |
| All | -48.9% | +51.4% | -100.3% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling