-48.9%
TSLL vs AG
+77.1%
-126.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.1% | +6.9% | +6.1% |
| 7D | +0.5% | -4.0% | +4.5% | +1.7% |
| 30D | +2.7% | -13.1% | +15.7% | +6.1% |
| 3M | +26.3% | -22.0% | +48.3% | +33.7% |
| 6M | -37.2% | -37.3% | +0.1% | -30.6% |
| YTD | -44.2% | -11.2% | -33.1% | -42.7% |
| 1Y | -44.0% | +23.9% | -67.9% | -45.7% |
| 3Y | 0.0% | +225.1% | -225.1% | -18.1% |
| All | -48.9% | +77.1% | -126.0% | -56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling