-52.1%
TSLL vs AMKR
+70.6%
-122.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +6.6% | +4.3% | +6.3% |
| 7D | -14.3% | -5.3% | -9.0% | -9.7% |
| 30D | -6.2% | -28.7% | +22.6% | +18.5% |
| 3M | +21.2% | -36.6% | +57.7% | +61.2% |
| 6M | -36.6% | -54.2% | +17.6% | +1.8% |
| YTD | -47.8% | -10.9% | -36.9% | -54.9% |
| 1Y | -45.2% | +1.3% | -46.6% | -58.8% |
| 3Y | -3.3% | +60.0% | -63.3% | -50.4% |
| All | -52.1% | +70.6% | -122.7% | -77.7% |
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