-55.4%
TSLL vs AMGN
+101.6%
-157.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.3% | -11.4% |
| 7D | +1.9% | +1.1% | +0.8% | +1.6% |
| 30D | +17.8% | +7.8% | +9.9% | +15.2% |
| 3M | -37.0% | +27.3% | -64.3% | -42.0% |
| 6M | -37.7% | +16.8% | -54.5% | -40.9% |
| YTD | -51.4% | +36.3% | -87.7% | -56.6% |
| 1Y | -23.4% | +60.4% | -83.8% | -35.8% |
| 3Y | -30.8% | +86.3% | -117.1% | -45.5% |
| All | -55.4% | +101.6% | -157.0% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling