-46.0%
TSLL vs AMC
+38.0%
-84.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +7.3% | -13.6% | -6.6% |
| 7D | -9.4% | +17.7% | -27.2% | -10.1% |
| 30D | +1.6% | +26.2% | -24.6% | +0.7% |
| 3M | +29.4% | +31.3% | -1.9% | +27.7% |
| 6M | -20.1% | +142.8% | -162.9% | -27.2% |
| YTD | -44.5% | +125.6% | -170.1% | -48.0% |
| 1Y | -46.0% | +40.2% | -86.3% | -44.0% |
| All | -46.0% | +38.0% | -84.1% | -44.0% |
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