-18.4%
TSLL vs AMP
+54.6%
-73.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.5% | +10.2% | +10.9% |
| 7D | -21.2% | +2.2% | -23.4% | -23.5% |
| 30D | -13.3% | +2.2% | -15.5% | -16.8% |
| 3M | +15.4% | -10.4% | +25.8% | +33.5% |
| 6M | -34.2% | +5.8% | -40.1% | -42.6% |
| YTD | -52.9% | +3.3% | -56.2% | -59.4% |
| 1Y | -54.3% | +11.1% | -65.4% | -66.3% |
| 3Y | -18.4% | +56.0% | -74.4% | -51.1% |
| All | -18.4% | +54.6% | -73.0% | -51.1% |
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 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