-48.9%
TSLL vs AMCR
+13.7%
-62.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.6% | +10.3% | +10.6% |
| 7D | -14.3% | -7.9% | -6.4% | -10.3% |
| 30D | -6.2% | +8.2% | -14.4% | -8.5% |
| 3M | +21.2% | -4.3% | +25.5% | +24.9% |
| 6M | -36.6% | +16.6% | -53.2% | -40.8% |
| YTD | -47.8% | +13.1% | -60.9% | -48.5% |
| All | -48.9% | +13.7% | -62.7% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling