-55.4%
TSLL vs APH
+118.9%
-174.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -47.8% | +39.6% | +31.0% |
| 7D | -1.7% | -48.7% | +47.0% | +43.0% |
| 30D | +17.8% | -51.9% | +69.7% | +82.9% |
| 3M | -37.0% | -43.6% | +6.5% | -18.9% |
| 6M | -37.7% | -37.5% | -0.1% | -32.8% |
| YTD | -51.4% | -38.6% | -12.7% | -52.3% |
| 1Y | -23.4% | -26.3% | +3.0% | -45.9% |
| 3Y | -30.8% | +89.2% | -120.0% | -88.6% |
| All | -55.4% | +118.9% | -174.3% | -93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling