-60.3%
TSLL vs AG
+78.6%
-138.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.2% | -18.6% | -21.1% |
| 7D | -28.9% | -2.9% | -26.0% | -28.4% |
| 30D | -21.4% | -15.1% | -6.3% | -18.4% |
| 3M | +5.0% | -15.4% | +20.4% | +9.1% |
| 6M | -36.6% | -21.9% | -14.7% | -32.6% |
| YTD | -56.6% | -10.4% | -46.2% | -55.6% |
| 1Y | -60.9% | +39.8% | -100.7% | -62.9% |
| 3Y | -25.2% | +209.5% | -234.8% | -38.9% |
| All | -60.3% | +78.6% | -138.9% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling