-51.7%
TSLL vs ATI
+526.0%
-577.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.9% |
| 7D | -11.0% | +1.3% | -12.3% | -10.7% |
| 30D | -5.3% | -4.8% | -0.5% | -0.9% |
| 3M | +20.8% | -19.9% | +40.7% | +43.5% |
| 6M | -36.0% | +15.4% | -51.4% | -45.2% |
| YTD | -47.3% | +59.2% | -106.5% | -67.0% |
| 1Y | -48.4% | +86.3% | -134.7% | -72.2% |
| 3Y | -5.4% | +318.2% | -323.7% | -74.0% |
| All | -51.7% | +526.0% | -577.7% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling