-23.4%
TSLL vs AMKR
+103.7%
-127.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.8% | -13.6% | -12.7% |
| 7D | +1.9% | 0.0% | +1.9% | +1.8% |
| 30D | +17.8% | -11.1% | +28.9% | +22.8% |
| 3M | -37.0% | -35.2% | -1.8% | -24.3% |
| 6M | -37.7% | +4.9% | -42.6% | -41.8% |
| YTD | -51.4% | +21.6% | -73.0% | -59.0% |
| 1Y | -23.4% | +98.0% | -121.4% | -47.2% |
| All | -23.4% | +103.7% | -127.0% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMKR.
Daily Out/Under-Performance
Portfolio return minus AMKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMKR 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 1y: compounded portfolio wealth divided by compounded AMKR 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…
1y analysis · Full analysis span regression · 6 months rolling