-56.8%
TSLL vs AGG
+8.9%
-65.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.1% | +8.7% | +8.8% |
| 7D | -21.2% | +0.2% | -21.4% | -21.7% |
| 30D | -13.3% | +2.4% | -15.7% | -18.0% |
| 3M | +15.4% | -0.2% | +15.6% | +15.7% |
| 6M | -34.2% | -1.0% | -33.3% | -32.5% |
| YTD | -52.9% | -0.4% | -52.5% | -52.1% |
| 1Y | -54.3% | -0.1% | -54.3% | -53.8% |
| 3Y | -18.4% | +15.3% | -33.6% | -37.7% |
| All | -56.8% | +8.9% | -65.8% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling