-35.3%
TSLL vs AG
+260.2%
-295.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.0% | -9.9% | -11.3% |
| 7D | +1.9% | +1.0% | +0.9% | +1.7% |
| 30D | +17.8% | +19.2% | -1.4% | +12.2% |
| 3M | -37.0% | +6.2% | -43.2% | -38.0% |
| 6M | -37.7% | -26.7% | -11.0% | -34.1% |
| YTD | -51.4% | +26.1% | -77.5% | -54.6% |
| 1Y | -23.4% | +131.7% | -155.0% | -37.5% |
| All | -35.3% | +260.2% | -295.5% | -53.4% |
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