-56.8%
TSLL vs AVAV
+25.8%
-82.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +10.5% | -1.8% | +5.0% |
| 7D | -21.2% | -10.6% | -10.6% | -17.7% |
| 30D | -13.3% | -18.8% | +5.5% | -6.8% |
| 3M | +15.4% | -34.1% | +49.5% | +32.7% |
| 6M | -34.2% | -35.3% | +1.1% | -26.7% |
| YTD | -52.9% | -53.4% | +0.5% | -43.9% |
| 1Y | -54.3% | -65.6% | +11.3% | -38.7% |
| 3Y | -18.4% | -5.1% | -13.3% | -34.0% |
| All | -56.8% | +25.8% | -82.7% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling