-55.4%
TSLL vs AIG
+57.9%
-113.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.8% | -11.0% | -11.2% |
| 7D | +1.9% | -0.9% | +2.8% | +2.7% |
| 30D | +17.8% | -4.9% | +22.6% | +22.1% |
| 3M | -37.0% | +4.5% | -41.5% | -40.3% |
| 6M | -37.7% | -1.4% | -36.2% | -38.5% |
| YTD | -51.4% | -9.8% | -41.6% | -48.3% |
| 1Y | -23.4% | -4.5% | -18.8% | -24.0% |
| 3Y | -30.8% | +37.4% | -68.2% | -47.9% |
| All | -55.4% | +57.9% | -113.4% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling