-37.7%
TSLL vs AIG
-2.2%
-35.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.8% | -11.0% | -12.1% |
| 7D | +1.9% | -0.9% | +2.8% | +1.5% |
| 30D | +17.8% | -4.9% | +22.6% | +15.8% |
| 3M | -37.0% | +4.5% | -41.5% | -36.4% |
| 6M | -37.7% | -1.4% | -36.2% | -35.4% |
| All | -37.7% | -2.2% | -35.5% | -35.4% |
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