-52.7%
TSLL vs AJG
+39.3%
-92.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.0% |
| 7D | +6.1% | -8.3% | +14.4% | +6.5% |
| 30D | +20.6% | -5.7% | +26.3% | +20.7% |
| 3M | -25.4% | +9.1% | -34.5% | -27.2% |
| 6M | -34.2% | +15.2% | -49.4% | -36.8% |
| YTD | -48.4% | -6.3% | -42.1% | -47.1% |
| 1Y | -30.8% | -19.1% | -11.7% | -24.9% |
| 3Y | -37.4% | +8.2% | -45.6% | -38.8% |
| All | -52.7% | +39.3% | -92.0% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling