-39.7%
TSLL vs AGG
-1.3%
-38.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +5.9% |
| 7D | +33.0% | -1.4% | +34.4% | +40.7% |
| 30D | +7.7% | +0.9% | +6.8% | +0.3% |
| 3M | +34.7% | -1.2% | +36.0% | +43.5% |
| 6M | -31.5% | -1.4% | -30.1% | -25.2% |
| YTD | -42.4% | -1.4% | -41.0% | -40.6% |
| 1Y | -39.7% | -1.3% | -38.4% | -38.7% |
| All | -39.7% | -1.3% | -38.4% | -38.7% |
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