-33.0%
TSLL vs AMT
+9.0%
-41.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -3.3% |
| 7D | +17.8% | +1.5% | +16.3% | +18.7% |
| 30D | +8.2% | +6.8% | +1.4% | +11.8% |
| 3M | +20.9% | +11.2% | +9.7% | +25.7% |
| 6M | -37.5% | +12.5% | -50.0% | -34.4% |
| YTD | -44.5% | +12.5% | -57.0% | -40.4% |
| 1Y | -33.0% | +10.1% | -43.1% | -28.7% |
| All | -33.0% | +9.0% | -41.9% | -28.7% |
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