-52.0%
TSLL vs AJG
+41.6%
-93.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.6% | -0.1% |
| 7D | +5.1% | -7.4% | +12.5% | +5.5% |
| 30D | +20.0% | -3.0% | +22.9% | +19.9% |
| 3M | -23.8% | +12.8% | -36.6% | -25.9% |
| 6M | -30.3% | +12.8% | -43.1% | -32.3% |
| YTD | -47.7% | -4.7% | -42.9% | -46.3% |
| 1Y | -21.2% | -17.2% | -4.0% | -14.7% |
| 3Y | -26.9% | +10.2% | -37.1% | -28.6% |
| All | -52.0% | +41.6% | -93.6% | -61.5% |
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