-51.7%
TSLL vs CAG
-44.4%
-7.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.8% |
| 7D | -11.0% | +6.6% | -17.7% | -9.9% |
| 30D | -5.3% | +13.9% | -19.2% | -3.2% |
| 3M | +20.8% | +4.0% | +16.8% | +22.3% |
| 6M | -36.0% | +10.0% | -46.0% | -34.3% |
| YTD | -47.3% | -6.1% | -41.1% | -46.4% |
| 1Y | -48.4% | -4.3% | -44.1% | -47.6% |
| 3Y | -5.4% | -34.6% | +29.1% | -4.7% |
| All | -51.7% | -44.4% | -7.3% | -54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling