-35.3%
TSLL vs AMC
-79.6%
+44.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +4.3% | -16.2% | -12.5% |
| 7D | +1.9% | +2.3% | -0.4% | +1.4% |
| 30D | +17.8% | -0.7% | +18.5% | +17.6% |
| 3M | -37.0% | +35.2% | -72.2% | -41.6% |
| 6M | -37.7% | +124.6% | -162.2% | -48.7% |
| YTD | -51.4% | +69.9% | -121.2% | -57.9% |
| 1Y | -23.4% | -2.6% | -20.8% | -26.6% |
| All | -35.3% | -79.6% | +44.3% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling