-2.8%
TSLL vs AMP
+59.7%
-62.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.6% | +5.2% |
| 7D | +33.0% | +1.2% | +31.8% | +30.7% |
| 30D | +7.7% | +4.4% | +3.3% | +0.5% |
| 3M | +34.7% | -8.8% | +43.5% | +52.7% |
| 6M | -31.5% | +9.9% | -41.4% | -43.0% |
| YTD | -42.4% | +6.1% | -48.5% | -52.2% |
| 1Y | -39.7% | +10.6% | -50.3% | -54.1% |
| All | -2.8% | +59.7% | -62.5% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling