-60.9%
TSLL vs AMT
+11.8%
-72.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.4% | -21.4% | -22.1% |
| 7D | -28.9% | +4.4% | -33.2% | -27.6% |
| 30D | -21.4% | +17.7% | -39.2% | -16.7% |
| 3M | +5.0% | +16.7% | -11.7% | +11.2% |
| 6M | -36.6% | +11.1% | -47.7% | -34.1% |
| YTD | -56.6% | +13.9% | -70.5% | -54.3% |
| 1Y | -60.9% | +12.5% | -73.4% | -58.9% |
| All | -60.9% | +11.8% | -72.7% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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