-54.3%
TSLL vs AMDL
+62.4%
-116.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +22.3% | -13.6% | +1.9% |
| 7D | -21.2% | -26.2% | +5.0% | -15.0% |
| 30D | -13.3% | -57.1% | +43.8% | +7.4% |
| 3M | +15.4% | -29.8% | +45.2% | +22.1% |
| 6M | -34.2% | -22.2% | -12.0% | -33.3% |
| YTD | -52.9% | +142.1% | -195.0% | -66.2% |
| 1Y | -54.3% | +85.8% | -140.2% | -64.8% |
| All | -54.3% | +62.4% | -116.8% | -64.8% |
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