-56.8%
TSLL vs AGI
+309.0%
-365.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.4% | +6.2% | +7.9% |
| 7D | -21.2% | +16.0% | -37.2% | -25.3% |
| 30D | -13.3% | +1.0% | -14.3% | -14.1% |
| 3M | +15.4% | +2.5% | +12.9% | +14.3% |
| 6M | -34.2% | -24.0% | -10.2% | -29.1% |
| YTD | -52.9% | -17.2% | -35.7% | -51.0% |
| 1Y | -54.3% | +4.9% | -59.2% | -55.3% |
| 3Y | -18.4% | +142.6% | -161.0% | -35.3% |
| All | -56.8% | +309.0% | -365.9% | -71.1% |
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