-39.7%
TSLL vs AMDL
+175.5%
-215.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +11.9% | -8.5% | -0.3% |
| 7D | +33.0% | +103.5% | -70.6% | +5.6% |
| 30D | +7.7% | -18.3% | +26.0% | +9.4% |
| 3M | +34.7% | +20.1% | +14.7% | +20.1% |
| 6M | -31.5% | +15.9% | -47.4% | -39.6% |
| YTD | -42.4% | +303.0% | -345.4% | -65.6% |
| 1Y | -39.7% | +164.0% | -203.7% | -55.8% |
| All | -39.7% | +175.5% | -215.2% | -55.8% |
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