-48.4%
TSLL vs APH
+14.0%
-62.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.5% |
| 7D | -11.0% | -5.0% | -6.0% | -7.6% |
| 30D | -5.3% | -8.4% | +3.1% | -0.1% |
| 3M | +20.8% | -4.5% | +25.3% | +24.2% |
| 6M | -36.0% | +25.3% | -61.3% | -39.8% |
| YTD | -47.3% | +18.9% | -66.2% | -53.5% |
| 1Y | -48.4% | +11.9% | -60.4% | -51.6% |
| All | -48.4% | +14.0% | -62.4% | -51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling