-49.1%
TSLL vs AJG
+64.0%
-113.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.0% | -5.8% | -3.6% |
| 7D | +17.8% | +0.5% | +17.4% | +17.9% |
| 30D | +8.2% | +19.4% | -11.1% | +8.4% |
| 3M | +20.9% | +11.9% | +8.9% | +21.2% |
| 6M | -37.5% | +48.3% | -85.8% | -41.1% |
| YTD | -44.5% | +10.3% | -54.8% | -42.9% |
| 1Y | -33.0% | +11.5% | -44.5% | -31.4% |
| 3Y | -6.4% | +17.5% | -23.9% | -3.1% |
| All | -49.1% | +64.0% | -113.1% | -59.1% |
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