-47.2%
TSLL vs AGI
+269.4%
-316.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.2% | +7.5% | +4.6% |
| 7D | +33.0% | -7.5% | +40.5% | +36.0% |
| 30D | +7.7% | -9.9% | +17.6% | +10.3% |
| 3M | +34.7% | -14.2% | +48.9% | +40.6% |
| 6M | -31.5% | -35.2% | +3.7% | -22.8% |
| YTD | -42.4% | -25.2% | -17.1% | -38.2% |
| 1Y | -39.7% | -14.3% | -25.4% | -37.7% |
| 3Y | +3.4% | +127.7% | -124.3% | -16.2% |
| All | -47.2% | +269.4% | -316.6% | -63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling