-23.4%
TSLL vs ATI
+176.2%
-199.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.0% | -14.8% | -13.7% |
| 7D | +1.9% | -0.1% | +1.9% | +1.5% |
| 30D | +17.8% | +2.7% | +15.1% | +13.6% |
| 3M | -37.0% | +16.3% | -53.3% | -44.4% |
| 6M | -37.7% | +30.2% | -67.8% | -50.1% |
| YTD | -51.4% | +83.6% | -134.9% | -68.7% |
| 1Y | -23.4% | +173.0% | -196.4% | -62.5% |
| All | -23.4% | +176.2% | -199.6% | -62.5% |
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