-18.4%
TSLL vs AMGN
+86.0%
-104.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.6% | +8.6% |
| 7D | -21.2% | -1.2% | -20.0% | -20.7% |
| 30D | -13.3% | +11.5% | -24.8% | -15.4% |
| 3M | +15.4% | +14.4% | +1.0% | +11.0% |
| 6M | -34.2% | +40.9% | -75.2% | -41.6% |
| YTD | -52.9% | +43.5% | -96.4% | -58.8% |
| 1Y | -54.3% | +49.9% | -104.3% | -60.8% |
| 3Y | -18.4% | +84.6% | -103.0% | -42.0% |
| All | -18.4% | +86.0% | -104.4% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling