-46.0%
TSLL vs AIG
+6.0%
-52.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.5% | -7.8% | -5.9% |
| 7D | -9.4% | +2.3% | -11.7% | -8.8% |
| 30D | +1.6% | +8.8% | -7.2% | +3.9% |
| 3M | +29.4% | +3.7% | +25.7% | +31.1% |
| 6M | -20.1% | +6.8% | -26.9% | -17.7% |
| YTD | -44.5% | -2.6% | -41.9% | -42.6% |
| 1Y | -46.0% | +3.7% | -49.7% | -44.8% |
| All | -46.0% | +6.0% | -52.0% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling