-34.2%
TSLL vs AIG
-0.1%
-34.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.9% | +12.6% | +4.7% |
| 7D | -21.2% | -5.1% | -16.2% | -25.0% |
| 30D | -13.3% | +2.8% | -16.1% | -10.2% |
| 3M | +15.4% | -2.1% | +17.5% | +12.8% |
| 6M | -34.2% | +1.4% | -35.6% | -28.5% |
| All | -34.2% | -0.1% | -34.1% | -28.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling