-56.8%
TSLL vs AMC
-98.6%
+41.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.9% | +6.7% | +8.3% |
| 7D | -21.2% | +2.6% | -23.8% | -21.3% |
| 30D | -13.3% | +9.0% | -22.3% | -14.2% |
| 3M | +15.4% | +22.2% | -6.8% | +11.3% |
| 6M | -34.2% | +91.5% | -125.7% | -43.9% |
| YTD | -52.9% | +101.3% | -154.2% | -60.6% |
| 1Y | -54.3% | +20.8% | -75.1% | -58.1% |
| 3Y | -18.4% | -71.3% | +52.9% | -9.3% |
| All | -56.8% | -98.6% | +41.8% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling