-49.1%
TSLL vs CAG
-46.1%
-3.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -5.0% | -3.5% |
| 7D | +17.8% | -3.3% | +21.2% | +17.2% |
| 30D | +8.2% | +7.7% | +0.6% | +9.7% |
| 3M | +20.9% | -3.2% | +24.0% | +21.2% |
| 6M | -37.5% | +7.0% | -44.5% | -36.2% |
| YTD | -44.5% | -9.0% | -35.5% | -43.8% |
| 1Y | -33.0% | -9.6% | -23.4% | -32.2% |
| 3Y | -6.4% | -36.0% | +29.6% | -6.1% |
| All | -49.1% | -46.1% | -3.1% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling