-3.3%
TSLL vs CAG
-34.3%
+31.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.3% | +10.6% | +11.0% |
| 7D | -14.3% | +4.6% | -18.9% | -13.3% |
| 30D | -6.2% | +14.7% | -20.8% | -3.5% |
| 3M | +21.2% | +2.4% | +18.8% | +22.8% |
| 6M | -36.6% | +10.7% | -47.3% | -34.4% |
| YTD | -47.8% | -5.5% | -42.2% | -46.6% |
| 1Y | -45.2% | -4.6% | -40.6% | -44.0% |
| 3Y | -3.3% | -34.4% | +31.2% | -1.6% |
| All | -3.3% | -34.3% | +31.0% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling