-23.4%
TSLL vs APH
+50.0%
-73.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.9% | -12.7% | -12.3% |
| 7D | +1.9% | +5.0% | -3.1% | -0.8% |
| 30D | +17.8% | -3.9% | +21.6% | +19.7% |
| 3M | -37.0% | +13.0% | -50.0% | -40.1% |
| 6M | -37.7% | +25.2% | -62.8% | -44.1% |
| YTD | -51.4% | +22.9% | -74.3% | -58.9% |
| 1Y | -23.4% | +47.8% | -71.2% | -29.8% |
| All | -23.4% | +50.0% | -73.4% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded APH 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling