-54.3%
TSLL vs AG
+40.6%
-95.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.8% | +6.8% | +7.9% |
| 7D | -21.2% | +6.3% | -27.5% | -23.2% |
| 30D | -13.3% | -8.9% | -4.4% | -9.9% |
| 3M | +15.4% | -12.2% | +27.6% | +21.2% |
| 6M | -34.2% | -28.3% | -5.9% | -25.8% |
| YTD | -52.9% | -8.8% | -44.1% | -52.5% |
| 1Y | -54.3% | +39.4% | -93.7% | -60.9% |
| All | -54.3% | +40.6% | -95.0% | -60.9% |
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