+10.3%
TSLL vs AHR
+365.8%
-355.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.9% | -10.0% | -10.4% |
| 7D | +1.9% | -1.5% | +3.4% | +3.0% |
| 30D | +17.8% | -1.4% | +19.2% | +18.7% |
| 3M | -37.0% | +18.6% | -55.6% | -47.6% |
| 6M | -37.7% | +6.6% | -44.2% | -42.8% |
| YTD | -51.4% | +17.5% | -68.8% | -60.3% |
| 1Y | -23.4% | +30.9% | -54.2% | -46.2% |
| All | +10.3% | +365.8% | -355.5% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling