-33.0%
TSLL vs AVTR
+36.1%
-69.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.6% |
| 7D | +17.8% | +0.5% | +17.4% | +17.8% |
| 30D | +8.2% | -1.0% | +9.3% | +8.8% |
| 3M | +20.9% | +12.2% | +8.7% | +18.8% |
| 6M | -37.5% | +97.5% | -135.0% | -48.0% |
| YTD | -44.5% | +35.6% | -80.1% | -51.3% |
| 1Y | -33.0% | +32.8% | -65.8% | -41.3% |
| All | -33.0% | +36.1% | -69.0% | -41.3% |
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