-23.4%
TSLL vs AMP
+11.4%
-34.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.8% | -11.0% | -11.4% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | +17.8% | -0.1% | +17.8% | +17.8% |
| 3M | -37.0% | +23.6% | -60.6% | -42.2% |
| 6M | -37.7% | +20.4% | -58.0% | -42.2% |
| YTD | -51.4% | +15.4% | -66.8% | -55.1% |
| 1Y | -23.4% | +11.0% | -34.3% | -33.5% |
| All | -23.4% | +11.4% | -34.7% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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