-32.4%
TSLL vs AMRZ
-13.6%
-18.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.4% | -11.6% |
| 7D | +1.9% | -1.9% | +3.8% | +2.8% |
| 30D | +17.8% | -16.9% | +34.7% | +27.4% |
| 3M | -37.0% | -19.2% | -17.8% | -31.5% |
| 6M | -37.7% | -29.3% | -8.4% | -28.2% |
| YTD | -51.4% | -18.0% | -33.4% | -48.2% |
| 1Y | -23.4% | -15.1% | -8.3% | -20.7% |
| All | -32.4% | -13.6% | -18.8% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling