-24.9%
TSLL vs AMC
-72.0%
+47.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -12.5% | -9.4% | -19.9% |
| 7D | -28.9% | 0.0% | -28.9% | -28.6% |
| 30D | -21.4% | +4.4% | -25.8% | -21.6% |
| 3M | +5.0% | +15.4% | -10.4% | +2.5% |
| 6M | -36.6% | +93.7% | -130.3% | -45.7% |
| YTD | -56.6% | +97.4% | -154.1% | -63.4% |
| 1Y | -60.9% | +23.2% | -84.1% | -63.8% |
| All | -24.9% | -72.0% | +47.1% | -14.1% |
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