-52.1%
TSLL vs AME
+95.9%
-148.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.2% | +6.7% | +5.0% |
| 7D | -14.3% | -1.5% | -12.8% | -10.9% |
| 30D | -6.2% | -4.2% | -2.0% | +1.3% |
| 3M | +21.2% | -5.9% | +27.1% | +32.8% |
| 6M | -36.6% | +2.8% | -39.4% | -38.4% |
| YTD | -47.8% | +16.6% | -64.3% | -59.2% |
| 1Y | -45.2% | +22.1% | -67.3% | -60.1% |
| 3Y | -3.3% | +64.7% | -67.9% | -51.5% |
| All | -52.1% | +95.9% | -148.0% | -80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling