-44.0%
TSLL vs ATI
+91.4%
-135.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.6% | +3.2% | +4.1% |
| 7D | +0.5% | +4.7% | -4.2% | -1.4% |
| 30D | +2.7% | -0.2% | +2.9% | +2.8% |
| 3M | +26.3% | -18.5% | +44.8% | +40.6% |
| 6M | -37.2% | +16.4% | -53.5% | -45.3% |
| YTD | -44.2% | +63.4% | -107.6% | -59.1% |
| 1Y | -44.0% | +91.5% | -135.5% | -63.6% |
| All | -44.0% | +91.4% | -135.3% | -63.6% |
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