-52.1%
TSLL vs AMCR
-9.3%
-42.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.6% | +10.3% | +10.4% |
| 7D | -14.3% | -7.9% | -6.4% | -8.2% |
| 30D | -6.2% | +8.2% | -14.4% | -11.3% |
| 3M | +21.2% | -4.3% | +25.5% | +25.4% |
| 6M | -36.6% | +16.6% | -53.2% | -44.1% |
| YTD | -47.8% | +13.1% | -60.9% | -54.1% |
| 1Y | -45.2% | +14.4% | -59.6% | -52.7% |
| 3Y | -3.3% | +18.4% | -21.6% | -22.4% |
| All | -52.1% | -9.3% | -42.9% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling