+22.3%
TSLL vs AMIX
-99.9%
+122.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.0% | -3.3% | -6.3% |
| 7D | -9.4% | -25.1% | +15.7% | -8.9% |
| 30D | +1.6% | -54.5% | +56.1% | +3.2% |
| 3M | +29.4% | -91.7% | +121.1% | +35.6% |
| 6M | -20.1% | -79.4% | +59.3% | -20.8% |
| YTD | -44.5% | -86.1% | +41.6% | -43.8% |
| 1Y | -46.0% | -91.6% | +45.6% | -44.4% |
| All | +22.3% | -99.9% | +122.3% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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