-48.4%
TSLL vs AVTR
+34.2%
-82.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.1% | +1.5% |
| 7D | -11.0% | -0.1% | -10.9% | -10.8% |
| 30D | -5.3% | -0.6% | -4.7% | -5.0% |
| 3M | +20.8% | +13.4% | +7.4% | +18.7% |
| 6M | -36.0% | +87.4% | -123.4% | -45.5% |
| YTD | -47.3% | +35.9% | -83.1% | -54.1% |
| 1Y | -48.4% | +35.4% | -83.8% | -56.7% |
| All | -48.4% | +34.2% | -82.7% | -56.7% |
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