-46.0%
TSLL vs AMGN
+64.6%
-110.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.7% | -10.1% | -6.2% |
| 7D | -9.4% | +5.9% | -15.3% | -9.3% |
| 30D | +1.6% | +18.7% | -17.2% | +1.8% |
| 3M | +29.4% | +23.4% | +6.0% | +28.6% |
| 6M | -20.1% | +49.7% | -69.9% | -23.9% |
| YTD | -44.5% | +49.2% | -93.7% | -46.9% |
| 1Y | -46.0% | +65.7% | -111.8% | -52.6% |
| All | -46.0% | +64.6% | -110.6% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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