-20.1%
TSLL vs AMC
+141.1%
-161.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +7.3% | -13.6% | -5.8% |
| 7D | -9.4% | +17.7% | -27.2% | -8.5% |
| 30D | +1.6% | +26.2% | -24.6% | +3.2% |
| 3M | +29.4% | +31.3% | -1.9% | +32.0% |
| 6M | -20.1% | +142.8% | -162.9% | -1.0% |
| All | -20.1% | +141.1% | -161.2% | -1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling