-37.7%
TSLL vs APH
+25.7%
-63.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-03-04 to 2026-09-04.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.9% | -12.7% | -12.4% |
| 7D | +1.9% | +5.0% | -3.1% | -1.2% |
| 30D | +17.8% | -3.9% | +21.6% | +20.0% |
| 3M | -37.0% | +13.0% | -50.0% | -39.7% |
| 6M | -37.7% | +25.2% | -62.8% | -44.5% |
| All | -37.7% | +25.7% | -63.4% | -44.5% |
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 2026-03-04 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…
2026-03-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling