-20.8%
TSLL vs AGG
+0.5%
-21.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.1% | +8.0% | +8.4% |
| 7D | +5.8% | +0.1% | +5.7% | +5.0% |
| 30D | +21.7% | -0.4% | +22.1% | +24.1% |
| 3M | -28.2% | -0.3% | -28.0% | -26.8% |
| 6M | -29.5% | -1.2% | -28.2% | -26.8% |
| YTD | -47.5% | -0.4% | -47.2% | -46.3% |
| 1Y | -20.8% | +0.4% | -21.2% | -12.5% |
| All | -20.8% | +0.5% | -21.3% | -12.5% |
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