-56.8%
TSLL vs AEP
+47.2%
-104.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.2% | +8.8% | +8.6% |
| 7D | -21.2% | -2.8% | -18.4% | -21.4% |
| 30D | -13.3% | +3.6% | -16.9% | -13.0% |
| 3M | +15.4% | +1.8% | +13.6% | +15.6% |
| 6M | -34.2% | -3.1% | -31.1% | -34.4% |
| YTD | -52.9% | +12.2% | -65.2% | -53.4% |
| 1Y | -54.3% | +9.1% | -63.5% | -54.7% |
| 3Y | -18.4% | +77.9% | -96.3% | -33.7% |
| All | -56.8% | +47.2% | -104.0% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling