-4.5%
TSLL vs AMIX
-100.0%
+95.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.6% | -16.3% | -21.8% |
| 7D | -28.9% | -25.5% | -3.4% | -28.4% |
| 30D | -21.4% | -56.2% | +34.8% | -20.1% |
| 3M | +5.0% | -87.4% | +92.4% | +9.3% |
| 6M | -36.6% | -80.9% | +44.3% | -36.9% |
| YTD | -56.6% | -86.8% | +30.2% | -56.0% |
| 1Y | -60.9% | -91.3% | +30.5% | -59.8% |
| All | -4.5% | -100.0% | +95.5% | +12.9% |
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