-26.7%
TSLL vs AMRZ
-17.3%
-9.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +3.0% | +1.8% |
| 7D | -11.0% | 0.0% | -11.0% | -10.7% |
| 30D | -5.3% | +15.9% | -21.2% | -10.9% |
| 3M | +20.8% | -9.2% | +30.0% | +26.3% |
| 6M | -36.0% | -20.3% | -15.7% | -30.2% |
| YTD | -47.3% | -21.5% | -25.8% | -42.8% |
| 1Y | -48.4% | -12.9% | -35.6% | -46.5% |
| All | -26.7% | -17.3% | -9.4% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling