+26.0%
TSLL vs AMDL
+95.0%
-69.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +9.2% | -21.0% | -15.6% |
| 7D | +1.9% | +4.5% | -2.6% | -0.6% |
| 30D | +17.8% | -4.4% | +22.2% | +17.5% |
| 3M | -37.0% | -30.5% | -6.5% | -32.1% |
| 6M | -37.7% | +300.9% | -338.6% | -72.3% |
| YTD | -51.4% | +219.9% | -271.3% | -78.0% |
| 1Y | -23.4% | +374.7% | -398.1% | -76.5% |
| All | +26.0% | +95.0% | -69.1% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling