-55.4%
TSLL vs AME
+95.1%
-150.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.5% | -13.4% | -13.9% |
| 7D | +1.9% | +0.6% | +1.3% | +0.8% |
| 30D | +17.8% | -6.7% | +24.4% | +28.5% |
| 3M | -37.0% | +4.1% | -41.1% | -41.1% |
| 6M | -37.7% | +1.6% | -39.3% | -40.4% |
| YTD | -51.4% | +16.1% | -67.5% | -62.4% |
| 1Y | -23.4% | +27.3% | -50.7% | -49.4% |
| 3Y | -30.8% | +50.9% | -81.6% | -61.8% |
| All | -55.4% | +95.1% | -150.6% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling