-26.7%
TSLL vs AJG
+12.1%
-38.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -4.0% | +11.9% | +7.4% |
| 7D | +5.8% | -3.8% | +9.6% | +5.4% |
| 30D | +21.7% | +1.6% | +20.1% | +21.8% |
| 3M | -28.2% | +18.6% | -46.9% | -28.4% |
| 6M | -29.5% | +10.9% | -40.3% | -28.7% |
| YTD | -47.5% | -2.0% | -45.6% | -45.4% |
| 1Y | -20.8% | -14.9% | -5.8% | -13.5% |
| 3Y | -26.7% | +13.4% | -40.1% | -19.7% |
| All | -26.7% | +12.1% | -38.8% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling