-54.3%
TSLL vs AMGN
+48.3%
-102.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.6% | +8.6% |
| 7D | -21.2% | -1.2% | -20.0% | -21.0% |
| 30D | -13.3% | +11.5% | -24.8% | -12.0% |
| 3M | +15.4% | +14.4% | +1.0% | +16.9% |
| 6M | -34.2% | +40.9% | -75.2% | -34.1% |
| YTD | -52.9% | +43.5% | -96.4% | -51.2% |
| 1Y | -54.3% | +49.9% | -104.3% | -52.5% |
| All | -54.3% | +48.3% | -102.6% | -52.5% |
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