-44.0%
TSLL vs AMRZ
-14.3%
-29.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.5% | +6.1% |
| 7D | +0.5% | -5.5% | +5.9% | +3.4% |
| 30D | +2.7% | +15.6% | -13.0% | -3.4% |
| 3M | +26.3% | -12.1% | +38.4% | +34.1% |
| 6M | -37.2% | -19.4% | -17.7% | -32.0% |
| YTD | -44.2% | -21.9% | -22.4% | -40.9% |
| 1Y | -44.0% | -15.0% | -28.9% | -46.1% |
| All | -44.0% | -14.3% | -29.7% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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