-52.1%
TSLL vs AIG
+66.1%
-118.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.4% | +8.5% | +9.2% |
| 7D | -14.3% | -3.4% | -10.9% | -12.3% |
| 30D | -6.2% | +3.4% | -9.5% | -8.9% |
| 3M | +21.2% | +1.7% | +19.4% | +18.6% |
| 6M | -36.6% | +5.7% | -42.3% | -41.0% |
| YTD | -47.8% | -5.1% | -42.6% | -46.9% |
| 1Y | -45.2% | +6.1% | -51.3% | -50.1% |
| 3Y | -3.3% | +35.5% | -38.7% | -26.8% |
| All | -52.1% | +66.1% | -118.3% | -69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling