-60.3%
TSLL vs AVAV
+13.9%
-74.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -9.8% | -12.0% | -18.5% |
| 7D | -28.9% | -24.3% | -4.6% | -21.5% |
| 30D | -21.4% | -28.9% | +7.4% | -11.6% |
| 3M | +5.0% | -39.3% | +44.2% | +24.1% |
| 6M | -36.6% | -38.8% | +2.2% | -28.0% |
| YTD | -56.6% | -57.8% | +1.1% | -46.6% |
| 1Y | -60.9% | -70.9% | +10.0% | -44.1% |
| 3Y | -25.2% | -14.8% | -10.4% | -37.2% |
| All | -60.3% | +13.9% | -74.2% | -73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling