-46.0%
TSLL vs AVTR
+37.4%
-83.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.4% | -6.7% | -6.4% |
| 7D | -9.4% | -6.2% | -3.2% | -8.3% |
| 30D | +1.6% | -1.0% | +2.6% | +1.7% |
| 3M | +29.4% | +14.4% | +15.0% | +26.6% |
| 6M | -20.1% | +95.9% | -116.0% | -32.9% |
| YTD | -44.5% | +36.6% | -81.1% | -51.8% |
| 1Y | -46.0% | +35.1% | -81.2% | -55.2% |
| All | -46.0% | +37.4% | -83.4% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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