-46.0%
TSLL vs AGG
-0.5%
-45.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.5% | -6.8% | -8.3% |
| 7D | -9.4% | +0.5% | -9.9% | -11.6% |
| 30D | +1.6% | +2.4% | -0.8% | -10.2% |
| 3M | +29.4% | -1.0% | +30.4% | +38.6% |
| 6M | -20.1% | -0.9% | -19.2% | -14.1% |
| YTD | -44.5% | -0.9% | -43.6% | -42.0% |
| 1Y | -46.0% | -0.5% | -45.5% | -44.6% |
| All | -46.0% | -0.5% | -45.5% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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