-51.7%
TSLL vs AME
+95.9%
-147.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -11.0% | -4.1% | -6.9% | -3.8% |
| 30D | -5.3% | -4.1% | -1.2% | +2.2% |
| 3M | +20.8% | -5.6% | +26.4% | +31.8% |
| 6M | -36.0% | +2.8% | -38.8% | -37.9% |
| YTD | -47.3% | +16.6% | -63.9% | -58.8% |
| 1Y | -48.4% | +21.1% | -69.5% | -62.0% |
| 3Y | -5.4% | +61.1% | -66.5% | -51.2% |
| All | -51.7% | +95.9% | -147.6% | -80.6% |
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