-54.3%
TSLL vs ATI
+81.8%
-136.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.4% | +4.2% | +6.0% |
| 7D | -21.2% | +6.2% | -27.4% | -23.0% |
| 30D | -13.3% | -7.1% | -6.2% | -9.5% |
| 3M | +15.4% | -21.3% | +36.7% | +30.7% |
| 6M | -34.2% | +6.5% | -40.7% | -39.7% |
| YTD | -52.9% | +53.2% | -106.1% | -63.7% |
| 1Y | -54.3% | +82.7% | -137.1% | -68.9% |
| All | -54.3% | +81.8% | -136.1% | -68.9% |
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