-48.9%
TSLL vs AMKR
+85.7%
-134.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +10.5% | -4.7% | -1.5% |
| 7D | +0.5% | +6.8% | -6.4% | -2.8% |
| 30D | +2.7% | -20.8% | +23.5% | +20.2% |
| 3M | +26.3% | -29.7% | +56.0% | +56.3% |
| 6M | -37.2% | -50.2% | +13.0% | -5.1% |
| YTD | -44.2% | -3.0% | -41.2% | -54.7% |
| 1Y | -44.0% | +12.0% | -55.9% | -60.9% |
| 3Y | 0.0% | +67.0% | -67.0% | -50.5% |
| All | -48.9% | +85.7% | -134.6% | -77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling