-18.4%
TSLL vs AME
+62.2%
-80.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.5% | +6.1% | +5.0% |
| 7D | -21.2% | -5.2% | -16.1% | -13.7% |
| 30D | -13.3% | -8.0% | -5.3% | -0.9% |
| 3M | +15.4% | -8.9% | +24.3% | +32.3% |
| 6M | -34.2% | -5.0% | -29.2% | -29.2% |
| YTD | -52.9% | +11.9% | -64.8% | -61.8% |
| 1Y | -54.3% | +16.6% | -71.0% | -65.4% |
| 3Y | -18.4% | +62.5% | -80.8% | -53.6% |
| All | -18.4% | +62.2% | -80.6% | -53.6% |
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 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