-5.4%
TSLL vs AG
+227.5%
-232.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.9% | +6.8% | +2.8% |
| 7D | -11.0% | +6.0% | -17.0% | -12.6% |
| 30D | -5.3% | -13.5% | +8.3% | -1.0% |
| 3M | +20.8% | -20.7% | +41.5% | +29.3% |
| 6M | -36.0% | -31.5% | -4.5% | -28.7% |
| YTD | -47.3% | -10.1% | -37.1% | -46.1% |
| 1Y | -48.4% | +26.0% | -74.4% | -51.6% |
| 3Y | -5.4% | +228.9% | -234.3% | -38.2% |
| All | -5.4% | +227.5% | -232.9% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling