-56.8%
TSLL vs AVTR
-45.6%
-11.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.2% | +6.5% | +7.7% |
| 7D | -21.2% | -3.6% | -17.6% | -19.7% |
| 30D | -13.3% | +0.8% | -14.1% | -13.3% |
| 3M | +15.4% | +17.4% | -2.0% | +8.3% |
| 6M | -34.2% | +83.5% | -117.7% | -51.5% |
| YTD | -52.9% | +35.0% | -87.9% | -60.1% |
| 1Y | -54.3% | +36.7% | -91.0% | -62.0% |
| 3Y | -18.4% | -15.3% | -3.0% | -21.9% |
| All | -56.8% | -45.6% | -11.2% | -39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling