-49.1%
TSLL vs AVTR
-45.4%
-3.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.5% |
| 7D | +17.8% | +0.5% | +17.4% | +17.7% |
| 30D | +8.2% | -1.0% | +9.3% | +9.1% |
| 3M | +20.9% | +12.2% | +8.7% | +15.7% |
| 6M | -37.5% | +97.5% | -135.0% | -55.3% |
| YTD | -44.5% | +35.6% | -80.1% | -53.1% |
| 1Y | -33.0% | +32.8% | -65.8% | -43.1% |
| 3Y | -6.4% | -16.5% | +10.1% | -9.3% |
| All | -49.1% | -45.4% | -3.7% | -28.4% |
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