-60.9%
TSLL vs AMC
+21.7%
-82.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -12.5% | -9.4% | -20.9% |
| 7D | -28.9% | 0.0% | -28.9% | -28.4% |
| 30D | -21.4% | +4.4% | -25.8% | -21.1% |
| 3M | +5.0% | +15.4% | -10.4% | +4.8% |
| 6M | -36.6% | +93.7% | -130.3% | -40.1% |
| YTD | -56.6% | +97.4% | -154.1% | -59.0% |
| 1Y | -60.9% | +23.2% | -84.1% | -59.2% |
| All | -60.9% | +21.7% | -82.6% | -59.2% |
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