-56.8%
TSLL vs AMT
-20.2%
-36.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.7% | +11.3% | +8.7% |
| 7D | -21.2% | +0.5% | -21.8% | -21.2% |
| 30D | -13.3% | +13.6% | -26.9% | -13.9% |
| 3M | +15.4% | +11.5% | +3.9% | +14.7% |
| 6M | -34.2% | +6.9% | -41.2% | -34.6% |
| YTD | -52.9% | +10.8% | -63.7% | -53.5% |
| 1Y | -54.3% | +10.3% | -64.7% | -55.0% |
| 3Y | -18.4% | +12.4% | -30.8% | -31.4% |
| All | -56.8% | -20.2% | -36.6% | -42.6% |
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