-53.1%
TSLL vs AJG
+41.0%
-94.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | -7.3% | -8.5% | +1.2% | -7.0% |
| 30D | +15.8% | -3.8% | +19.5% | +15.8% |
| 3M | -19.5% | +10.8% | -30.3% | -21.5% |
| 6M | -32.1% | +15.6% | -47.7% | -34.6% |
| YTD | -48.9% | -5.1% | -43.7% | -47.6% |
| 1Y | -23.4% | -16.0% | -7.3% | -17.8% |
| 3Y | -28.6% | +9.7% | -38.3% | -30.2% |
| All | -53.1% | +41.0% | -94.2% | -62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling