-51.9%
TSLL vs AGI
+367.9%
-419.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.4% | +9.3% | +8.3% |
| 7D | +5.8% | +4.4% | +1.4% | +4.5% |
| 30D | +21.7% | +10.0% | +11.7% | +18.4% |
| 3M | -28.2% | +1.7% | -30.0% | -28.8% |
| 6M | -29.5% | -26.8% | -2.7% | -23.8% |
| YTD | -47.5% | -5.3% | -42.2% | -47.4% |
| 1Y | -20.8% | +11.5% | -32.3% | -24.1% |
| 3Y | -26.7% | +212.9% | -239.6% | -45.3% |
| All | -51.9% | +367.9% | -419.8% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AGI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling