-51.7%
TSLL vs AMGN
+114.5%
-166.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -11.0% | +0.9% | -11.9% | -11.0% |
| 30D | -5.3% | +12.1% | -17.4% | -7.9% |
| 3M | +20.8% | +12.2% | +8.7% | +16.8% |
| 6M | -36.0% | +42.1% | -78.1% | -43.2% |
| YTD | -47.3% | +45.0% | -92.3% | -53.9% |
| 1Y | -48.4% | +47.7% | -96.2% | -55.2% |
| 3Y | -5.4% | +90.4% | -95.9% | -26.5% |
| All | -51.7% | +114.5% | -166.2% | -63.4% |
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