-20.1%
TSLL vs APH
+10.5%
-30.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.2% | -0.2% | -2.2% |
| 7D | -9.4% | -2.4% | -7.0% | -8.1% |
| 30D | +1.6% | -9.5% | +11.0% | +8.2% |
| 3M | +29.4% | -7.6% | +37.0% | +34.9% |
| 6M | -20.1% | +12.4% | -32.5% | -20.8% |
| All | -20.1% | +10.5% | -30.6% | -20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling