-21.5%
TSLL vs AJG
-16.9%
-4.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.6% | -2.0% |
| 7D | +5.1% | -7.4% | +12.5% | +0.2% |
| 30D | +20.0% | -3.0% | +22.9% | +17.8% |
| 3M | -23.8% | +12.8% | -36.6% | -17.2% |
| 6M | -30.3% | +12.8% | -43.1% | -22.8% |
| YTD | -47.7% | -4.7% | -42.9% | -45.4% |
| All | -21.5% | -16.9% | -4.7% | -17.7% |
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