-60.3%
TSLL vs APH
+286.1%
-346.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -9.3% | -12.6% | -11.1% |
| 7D | -28.9% | -12.7% | -16.2% | -16.0% |
| 30D | -21.4% | -19.2% | -2.3% | +1.2% |
| 3M | +5.0% | -16.7% | +21.7% | +28.3% |
| 6M | -36.6% | +5.1% | -41.7% | -42.5% |
| YTD | -56.6% | +6.6% | -63.2% | -66.6% |
| 1Y | -60.9% | +3.9% | -64.8% | -69.1% |
| 3Y | -25.2% | +246.0% | -271.3% | -91.1% |
| All | -60.3% | +286.1% | -346.4% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling