-56.8%
TSLL vs ATI
+502.2%
-559.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.4% | +4.2% | +4.9% |
| 7D | -21.2% | +6.2% | -27.4% | -24.3% |
| 30D | -13.3% | -7.1% | -6.2% | -7.5% |
| 3M | +15.4% | -21.3% | +36.7% | +38.8% |
| 6M | -34.2% | +6.5% | -40.7% | -40.1% |
| YTD | -52.9% | +53.2% | -106.1% | -69.7% |
| 1Y | -54.3% | +82.7% | -137.1% | -75.1% |
| 3Y | -18.4% | +314.3% | -332.7% | -77.2% |
| All | -56.8% | +502.2% | -559.1% | -90.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling