-52.1%
TSLL vs AMGN
+114.5%
-166.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.0% | +9.9% | +10.6% |
| 7D | -14.3% | 0.0% | -14.3% | -14.0% |
| 30D | -6.2% | +12.1% | -18.3% | -8.7% |
| 3M | +21.2% | +13.9% | +7.3% | +16.6% |
| 6M | -36.6% | +42.1% | -78.7% | -43.7% |
| YTD | -47.8% | +45.0% | -92.8% | -54.3% |
| 1Y | -45.2% | +49.3% | -94.6% | -52.6% |
| 3Y | -3.3% | +92.8% | -96.0% | -25.1% |
| All | -52.1% | +114.5% | -166.6% | -63.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling