+19.0%
TSLL vs AHR
+364.8%
-345.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.2% | +8.1% | +8.0% |
| 7D | +5.8% | -3.4% | +9.2% | +8.8% |
| 30D | +21.7% | -3.8% | +25.5% | +25.0% |
| 3M | -28.2% | +20.1% | -48.3% | -40.4% |
| 6M | -29.5% | +7.1% | -36.5% | -35.6% |
| YTD | -47.5% | +17.2% | -64.8% | -57.1% |
| 1Y | -20.8% | +30.4% | -51.2% | -44.2% |
| All | +19.0% | +364.8% | -345.8% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 10y: compounded portfolio wealth divided by compounded AHR 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…
10y analysis · Full analysis span regression · 6 months rolling