-46.0%
TSLL vs AME
+21.1%
-67.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.6% | -1.7% | -2.2% |
| 7D | -9.4% | -4.4% | -5.0% | -5.8% |
| 30D | +1.6% | -5.9% | +7.5% | +7.2% |
| 3M | +29.4% | -6.5% | +35.9% | +37.2% |
| 6M | -20.1% | +3.2% | -23.3% | -23.4% |
| YTD | -44.5% | +16.0% | -60.5% | -54.7% |
| 1Y | -46.0% | +20.4% | -66.4% | -58.7% |
| All | -46.0% | +21.1% | -67.1% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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