-55.4%
TSLL vs AVAV
+61.4%
-116.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.7% | -10.1% | -11.3% |
| 7D | +1.9% | -2.2% | +4.1% | +2.8% |
| 30D | +17.8% | -13.9% | +31.7% | +23.7% |
| 3M | -37.0% | -29.2% | -7.8% | -31.1% |
| 6M | -37.7% | -36.1% | -1.5% | -30.6% |
| YTD | -51.4% | -40.2% | -11.2% | -46.8% |
| 1Y | -23.4% | -36.2% | +12.8% | -19.6% |
| 3Y | -30.8% | +47.5% | -78.3% | -53.4% |
| All | -55.4% | +61.4% | -116.9% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling