-46.0%
TSLL vs AJG
+19.3%
-65.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.5% | -11.8% | -2.9% |
| 7D | -9.4% | +10.7% | -20.2% | -3.1% |
| 30D | +1.6% | +26.9% | -25.3% | +18.5% |
| 3M | +29.4% | +16.6% | +12.8% | +44.4% |
| 6M | -20.1% | +40.1% | -60.3% | -2.0% |
| YTD | -44.5% | +12.4% | -56.9% | -31.1% |
| 1Y | -46.0% | +15.9% | -61.9% | -33.7% |
| All | -46.0% | +19.3% | -65.3% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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