+18.5%
TSLL vs AHR
+404.3%
-385.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.8% | +9.1% | +9.6% |
| 7D | -14.3% | +9.6% | -23.9% | -19.7% |
| 30D | -6.2% | +16.1% | -22.2% | -16.5% |
| 3M | +21.2% | +4.4% | +16.8% | +16.6% |
| 6M | -36.6% | +15.1% | -51.7% | -45.0% |
| YTD | -47.8% | +27.2% | -74.9% | -60.0% |
| 1Y | -45.2% | +21.7% | -67.0% | -56.1% |
| All | +18.5% | +404.3% | -385.8% | -75.3% |
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