-41.2%
TSLL vs AGG
-0.8%
-40.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | 0.0% | +10.9% | +10.8% |
| 7D | -14.3% | +0.4% | -14.7% | -16.2% |
| 30D | -6.2% | +2.1% | -8.3% | -17.1% |
| 3M | +21.2% | -0.3% | +21.5% | +29.8% |
| All | -41.2% | -0.8% | -40.4% | -35.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling