-46.0%
TSLL vs AMP
+18.6%
-64.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.5% | -10.8% | -7.8% |
| 7D | -9.4% | +7.7% | -17.1% | -11.9% |
| 30D | +1.6% | +6.6% | -5.0% | -1.0% |
| 3M | +29.4% | -4.7% | +34.1% | +32.7% |
| 6M | -20.1% | +12.9% | -33.0% | -23.6% |
| YTD | -44.5% | +8.6% | -53.1% | -48.4% |
| 1Y | -46.0% | +18.2% | -64.2% | -54.4% |
| All | -46.0% | +18.6% | -64.6% | -54.4% |
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