-54.3%
TSLL vs AME
+16.4%
-70.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.5% | +6.1% | +5.9% |
| 7D | -21.2% | -5.2% | -16.1% | -15.8% |
| 30D | -13.3% | -8.0% | -5.3% | -4.8% |
| 3M | +15.4% | -8.9% | +24.3% | +27.4% |
| 6M | -34.2% | -5.0% | -29.2% | -31.2% |
| YTD | -52.9% | +11.9% | -64.8% | -59.3% |
| 1Y | -54.3% | +16.6% | -71.0% | -63.2% |
| All | -54.3% | +16.4% | -70.7% | -63.2% |
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