-23.4%
TSLL vs CAG
-13.1%
-10.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.9% | -11.0% | -12.1% |
| 7D | +1.9% | -3.8% | +5.7% | +0.9% |
| 30D | +17.8% | +3.1% | +14.6% | +18.5% |
| 3M | -37.0% | +23.5% | -60.5% | -32.0% |
| 6M | -37.7% | -14.8% | -22.8% | -39.1% |
| YTD | -51.4% | -5.4% | -45.9% | -50.5% |
| 1Y | -23.4% | -11.8% | -11.6% | -20.1% |
| All | -23.4% | -13.1% | -10.3% | -20.1% |
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