+25.9%
TSLL vs AHR
+394.2%
-368.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -2.7% |
| 7D | +17.8% | -0.2% | +18.1% | +18.1% |
| 30D | +8.2% | +10.2% | -2.0% | +0.2% |
| 3M | +20.9% | +8.3% | +12.5% | +12.9% |
| 6M | -37.5% | +13.0% | -50.5% | -44.9% |
| YTD | -44.5% | +24.6% | -69.1% | -56.9% |
| 1Y | -33.0% | +22.2% | -55.2% | -46.9% |
| All | +25.9% | +394.2% | -368.3% | -73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling