-6.4%
TSLL vs AME
+64.2%
-70.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.2% | -4.4% |
| 7D | +17.8% | +5.9% | +12.0% | +8.8% |
| 30D | +8.2% | -1.9% | +10.2% | +13.1% |
| 3M | +20.9% | -5.4% | +26.2% | +31.8% |
| 6M | -37.5% | +4.9% | -42.4% | -41.3% |
| YTD | -44.5% | +18.5% | -63.0% | -58.4% |
| 1Y | -33.0% | +25.5% | -58.4% | -54.5% |
| 3Y | -6.4% | +63.0% | -69.4% | -46.2% |
| All | -6.4% | +64.2% | -70.6% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling