-46.0%
TSLL vs AMDL
+108.7%
-154.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.7% | -8.0% | -6.8% |
| 7D | -9.4% | -30.7% | +21.3% | -0.9% |
| 30D | +1.6% | -43.8% | +45.3% | +17.1% |
| 3M | +29.4% | -24.5% | +53.9% | +34.2% |
| 6M | -20.1% | +44.7% | -64.8% | -30.9% |
| YTD | -44.5% | +204.0% | -248.5% | -63.4% |
| 1Y | -46.0% | +109.1% | -155.1% | -59.7% |
| All | -46.0% | +108.7% | -154.7% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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