-51.7%
TSLL vs AVTR
-45.3%
-6.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.1% | +1.9% |
| 7D | -11.0% | -0.1% | -10.9% | -10.5% |
| 30D | -5.3% | -0.6% | -4.7% | -4.7% |
| 3M | +20.8% | +13.4% | +7.4% | +15.1% |
| 6M | -36.0% | +87.4% | -123.4% | -53.2% |
| YTD | -47.3% | +35.9% | -83.1% | -55.5% |
| 1Y | -48.4% | +35.4% | -83.8% | -56.8% |
| 3Y | -5.4% | -16.1% | +10.7% | -8.6% |
| All | -51.7% | -45.3% | -6.4% | -32.0% |
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