-56.8%
TSLL vs APH
+302.0%
-358.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.1% | +4.5% | +3.9% |
| 7D | -21.2% | -5.9% | -15.3% | -14.4% |
| 30D | -13.3% | -14.8% | +1.5% | +5.3% |
| 3M | +15.4% | -12.4% | +27.8% | +33.3% |
| 6M | -34.2% | +8.1% | -42.3% | -42.1% |
| YTD | -52.9% | +10.9% | -63.8% | -65.3% |
| 1Y | -54.3% | +8.8% | -63.1% | -65.8% |
| 3Y | -18.4% | +262.1% | -280.4% | -90.8% |
| All | -56.8% | +302.0% | -358.9% | -95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling