+6.8%
TSLL vs AHR
+395.3%
-388.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.3% | +5.3% | +6.2% |
| 7D | -21.2% | +8.2% | -29.4% | -25.5% |
| 30D | -13.3% | +17.3% | -30.6% | -23.7% |
| 3M | +15.4% | +6.4% | +9.0% | +9.1% |
| 6M | -34.2% | +16.9% | -51.1% | -44.2% |
| YTD | -52.9% | +24.9% | -77.8% | -63.5% |
| 1Y | -54.3% | +23.3% | -77.7% | -64.4% |
| All | +6.8% | +395.3% | -388.5% | -77.4% |
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