-24.9%
TSLL vs ATI
+303.0%
-327.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -6.0% | -15.9% | -16.5% |
| 7D | -28.9% | -3.8% | -25.1% | -25.8% |
| 30D | -21.4% | -13.5% | -7.9% | -10.3% |
| 3M | +5.0% | -17.9% | +22.9% | +21.6% |
| 6M | -36.6% | +8.4% | -44.9% | -44.5% |
| YTD | -56.6% | +46.7% | -103.3% | -72.9% |
| 1Y | -60.9% | +74.5% | -135.3% | -79.8% |
| All | -24.9% | +303.0% | -327.9% | -82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling