-55.4%
TSLL vs AMCR
-12.0%
-43.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.2% | -11.7% | -11.7% |
| 7D | +1.9% | -1.9% | +3.8% | +3.1% |
| 30D | +17.8% | -4.1% | +21.8% | +21.6% |
| 3M | -37.0% | +21.7% | -58.7% | -46.6% |
| 6M | -37.7% | +1.5% | -39.2% | -38.9% |
| YTD | -51.4% | +13.1% | -64.5% | -57.3% |
| 1Y | -23.4% | +13.0% | -36.4% | -33.3% |
| 3Y | -30.8% | +6.9% | -37.7% | -38.5% |
| All | -55.4% | -12.0% | -43.4% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling