-48.9%
TSLL vs AJG
+63.5%
-112.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.0% | +5.8% |
| 7D | +0.5% | -2.2% | +2.7% | +0.4% |
| 30D | +2.7% | +20.6% | -17.9% | +2.8% |
| 3M | +26.3% | +11.5% | +14.7% | +26.6% |
| 6M | -37.2% | +42.9% | -80.1% | -40.3% |
| YTD | -44.2% | +10.0% | -54.2% | -42.7% |
| 1Y | -44.0% | +11.9% | -55.9% | -42.9% |
| 3Y | 0.0% | +16.9% | -16.9% | +3.6% |
| All | -48.9% | +63.5% | -112.3% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling