-48.9%
TSLL vs AIG
+6.5%
-55.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.4% | +8.5% | +11.4% |
| 7D | -14.3% | -3.4% | -10.9% | -15.0% |
| 30D | -6.2% | +3.4% | -9.5% | -5.7% |
| 3M | +21.2% | +1.7% | +19.4% | +21.7% |
| 6M | -36.6% | +5.7% | -42.3% | -35.8% |
| YTD | -47.8% | -5.1% | -42.6% | -44.5% |
| All | -48.9% | +6.5% | -55.4% | -45.2% |
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