-54.3%
TSLL vs AVAV
-67.9%
+13.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +10.5% | -1.8% | +6.1% |
| 7D | -21.2% | -10.6% | -10.6% | -19.1% |
| 30D | -13.3% | -18.8% | +5.5% | -9.4% |
| 3M | +15.4% | -34.1% | +49.5% | +25.2% |
| 6M | -34.2% | -35.3% | +1.1% | -29.5% |
| YTD | -52.9% | -53.4% | +0.5% | -47.7% |
| 1Y | -54.3% | -65.6% | +11.3% | -37.4% |
| All | -54.3% | -67.9% | +13.5% | -37.4% |
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