-22.9%
TSLL vs AMRZ
-19.2%
-3.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.9% | -3.8% |
| 7D | +17.8% | -2.1% | +19.9% | +18.9% |
| 30D | +8.2% | +13.0% | -4.7% | +2.9% |
| 3M | +20.9% | -12.1% | +33.0% | +28.1% |
| 6M | -37.5% | -19.1% | -18.4% | -32.3% |
| YTD | -44.5% | -23.3% | -21.2% | -39.2% |
| 1Y | -33.0% | -16.6% | -16.4% | -29.2% |
| All | -22.9% | -19.2% | -3.7% | -19.3% |
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