-46.0%
TSLL vs AVAV
-68.0%
+22.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -8.3% | +2.0% | -4.6% |
| 7D | -9.4% | -10.1% | +0.7% | -7.6% |
| 30D | +1.6% | -18.7% | +20.3% | +5.7% |
| 3M | +29.4% | -33.0% | +62.4% | +39.5% |
| 6M | -20.1% | -37.2% | +17.0% | -14.3% |
| YTD | -44.5% | -53.2% | +8.7% | -38.7% |
| 1Y | -46.0% | -69.0% | +23.0% | -17.0% |
| All | -46.0% | -68.0% | +22.0% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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