-55.4%
TSLL vs AGI
+374.5%
-430.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.9% | -9.9% | -11.2% |
| 7D | +1.9% | +0.6% | +1.3% | +1.9% |
| 30D | +17.8% | +18.2% | -0.5% | +12.1% |
| 3M | -37.0% | -4.1% | -32.9% | -36.3% |
| 6M | -37.7% | -28.7% | -9.0% | -32.3% |
| YTD | -51.4% | -4.0% | -47.4% | -51.5% |
| 1Y | -23.4% | +17.4% | -40.8% | -27.5% |
| 3Y | -30.8% | +203.0% | -233.8% | -48.1% |
| All | -55.4% | +374.5% | -430.0% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling