-48.9%
TSLL vs AME
+21.9%
-70.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.2% | +6.7% | +6.3% |
| 7D | -14.3% | -1.5% | -12.8% | -12.1% |
| 30D | -6.2% | -4.2% | -2.0% | -1.4% |
| 3M | +21.2% | -5.9% | +27.1% | +29.1% |
| 6M | -36.6% | +2.8% | -39.4% | -37.9% |
| YTD | -47.8% | +16.6% | -64.3% | -55.9% |
| All | -48.9% | +21.9% | -70.8% | -58.9% |
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