-23.4%
TSLL vs AMC
-2.6%
-20.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +4.3% | -16.2% | -12.0% |
| 7D | +1.9% | +2.3% | -0.4% | +1.8% |
| 30D | +17.8% | -0.7% | +18.5% | +17.7% |
| 3M | -37.0% | +35.2% | -72.2% | -38.1% |
| 6M | -37.7% | +124.6% | -162.2% | -44.8% |
| YTD | -51.4% | +69.9% | -121.2% | -54.1% |
| 1Y | -23.4% | -2.6% | -20.8% | -16.3% |
| All | -23.4% | -2.6% | -20.8% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling