-48.9%
TSLL vs CAG
-45.7%
-3.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.4% | +8.2% | +5.3% |
| 7D | +0.5% | -1.8% | +2.2% | +0.3% |
| 30D | +2.7% | +9.7% | -7.0% | +4.3% |
| 3M | +26.3% | +0.5% | +25.8% | +27.1% |
| 6M | -37.2% | +8.9% | -46.1% | -35.8% |
| YTD | -44.2% | -8.4% | -35.9% | -43.5% |
| 1Y | -44.0% | -8.3% | -35.7% | -43.2% |
| 3Y | 0.0% | -36.1% | +36.1% | +0.4% |
| All | -48.9% | -45.7% | -3.2% | -52.4% |
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