-18.4%
TSLL vs AG
+219.8%
-238.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.8% | +6.8% | +8.1% |
| 7D | -21.2% | +6.3% | -27.5% | -22.7% |
| 30D | -13.3% | -8.9% | -4.4% | -10.8% |
| 3M | +15.4% | -12.2% | +27.6% | +19.8% |
| 6M | -34.2% | -28.3% | -5.9% | -27.6% |
| YTD | -52.9% | -8.8% | -44.1% | -52.1% |
| 1Y | -54.3% | +39.4% | -93.7% | -58.3% |
| 3Y | -18.4% | +229.4% | -247.8% | -48.7% |
| All | -18.4% | +219.8% | -238.1% | -48.7% |
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