-34.5%
TSLL vs AMRZ
-17.5%
-17.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.8% | +10.5% | +9.4% |
| 7D | -21.2% | +1.2% | -22.4% | -21.4% |
| 30D | -13.3% | +15.1% | -28.4% | -18.3% |
| 3M | +15.4% | -18.1% | +33.4% | +25.4% |
| 6M | -34.2% | -23.5% | -10.8% | -27.0% |
| YTD | -52.9% | -21.6% | -31.3% | -48.9% |
| 1Y | -54.3% | -14.7% | -39.6% | -52.2% |
| All | -34.5% | -17.5% | -17.1% | -32.1% |
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