-37.7%
TSLL vs CAG
-15.5%
-22.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +18.2% |
| 3M | -37.0% | +23.5% | -60.5% | -31.4% |
| 6M | -37.7% | -14.8% | -22.8% | -35.2% |
| All | -37.7% | -15.5% | -22.2% | -35.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling