-55.4%
TSLL vs AMT
-26.5%
-29.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.1% | -10.8% | -11.8% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | +17.8% | +4.6% | +13.1% | +17.6% |
| 3M | -37.0% | -8.4% | -28.6% | -36.6% |
| 6M | -37.7% | -6.0% | -31.6% | -37.3% |
| YTD | -51.4% | +2.1% | -53.5% | -51.8% |
| 1Y | -23.4% | -6.4% | -17.0% | -22.9% |
| 3Y | -30.8% | +8.1% | -38.8% | -43.5% |
| All | -55.4% | -26.5% | -29.0% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling