-60.3%
TSLL vs AMT
-18.0%
-42.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.4% | -21.4% | -21.9% |
| 7D | -28.9% | +4.4% | -33.2% | -29.0% |
| 30D | -21.4% | +17.7% | -39.2% | -22.0% |
| 3M | +5.0% | +16.7% | -11.7% | +4.3% |
| 6M | -36.6% | +11.1% | -47.7% | -37.1% |
| YTD | -56.6% | +13.9% | -70.5% | -57.3% |
| 1Y | -60.9% | +12.5% | -73.4% | -61.4% |
| 3Y | -25.2% | +13.2% | -38.4% | -36.1% |
| All | -60.3% | -18.0% | -42.3% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling