-46.0%
TSLL vs AG
+29.4%
-75.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +9.1% | -15.5% | -9.9% |
| 7D | -9.4% | -2.6% | -6.8% | -8.8% |
| 30D | +1.6% | -12.1% | +13.7% | +6.5% |
| 3M | +29.4% | -6.6% | +36.0% | +31.6% |
| 6M | -20.1% | -20.5% | +0.3% | -13.4% |
| YTD | -44.5% | -7.4% | -37.1% | -42.5% |
| 1Y | -46.0% | +33.4% | -79.4% | -48.5% |
| All | -46.0% | +29.4% | -75.4% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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