-46.0%
TSLL vs ATI
+86.4%
-132.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.7% | -5.6% | -6.0% |
| 7D | -9.4% | +8.3% | -17.8% | -13.5% |
| 30D | +1.6% | -7.3% | +8.8% | +5.1% |
| 3M | +29.4% | -10.5% | +39.9% | +32.6% |
| 6M | -20.1% | +16.4% | -36.5% | -31.3% |
| YTD | -44.5% | +56.1% | -100.6% | -58.4% |
| 1Y | -46.0% | +86.5% | -132.5% | -64.9% |
| All | -46.0% | +86.4% | -132.4% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 1y: compounded portfolio wealth divided by compounded ATI 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…
1y analysis · Full analysis span regression · 6 months rolling