-46.0%
TSLL vs CAG
-6.8%
-39.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.0% | -12.3% | -4.0% |
| 7D | -9.4% | +9.7% | -19.1% | -6.0% |
| 30D | +1.6% | +15.8% | -14.2% | +7.2% |
| 3M | +29.4% | +1.8% | +27.6% | +31.4% |
| 6M | -20.1% | +11.5% | -31.7% | -14.5% |
| YTD | -44.5% | -6.7% | -37.8% | -43.7% |
| 1Y | -46.0% | -5.6% | -40.4% | -43.7% |
| All | -46.0% | -6.8% | -39.2% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling