-37.2%
TSLL vs AJG
+43.3%
-80.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.0% | +5.5% |
| 7D | +0.5% | -2.2% | +2.7% | -1.7% |
| 30D | +2.7% | +20.6% | -17.9% | +27.0% |
| 3M | +26.3% | +11.5% | +14.7% | +43.9% |
| 6M | -37.2% | +42.9% | -80.1% | +12.4% |
| All | -37.2% | +43.3% | -80.5% | +12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling