-49.1%
TSLL vs AGI
+267.6%
-316.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.6% |
| 7D | +17.8% | -10.1% | +28.0% | +21.6% |
| 30D | +8.2% | -6.5% | +14.8% | +9.5% |
| 3M | +20.9% | -12.8% | +33.7% | +25.6% |
| 6M | -37.5% | -34.3% | -3.2% | -29.8% |
| YTD | -44.5% | -25.6% | -18.9% | -40.4% |
| 1Y | -33.0% | -14.2% | -18.7% | -30.7% |
| 3Y | -6.4% | +127.3% | -133.6% | -24.0% |
| All | -49.1% | +267.6% | -316.8% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling