-48.9%
TSLL vs AMGN
+115.8%
-164.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.2% | +5.6% |
| 7D | +0.5% | -2.2% | +2.6% | +1.4% |
| 30D | +2.7% | +12.1% | -9.4% | -0.2% |
| 3M | +26.3% | +13.6% | +12.6% | +21.6% |
| 6M | -37.2% | +43.9% | -81.1% | -44.4% |
| YTD | -44.2% | +45.9% | -90.2% | -51.3% |
| 1Y | -44.0% | +42.1% | -86.1% | -50.5% |
| 3Y | 0.0% | +91.6% | -91.6% | -22.4% |
| All | -48.9% | +115.8% | -164.7% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling