-52.1%
TSLL vs AMP
+104.0%
-156.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.7% | +7.2% | +5.9% |
| 7D | -14.3% | +3.1% | -17.4% | -17.4% |
| 30D | -6.2% | +3.9% | -10.1% | -11.2% |
| 3M | +21.2% | -5.8% | +27.0% | +29.8% |
| 6M | -36.6% | +12.1% | -48.6% | -47.7% |
| YTD | -47.8% | +7.1% | -54.9% | -55.8% |
| 1Y | -45.2% | +14.2% | -59.4% | -58.4% |
| 3Y | -3.3% | +62.5% | -65.7% | -44.7% |
| All | -52.1% | +104.0% | -156.2% | -78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling