-35.3%
TSLL vs AVTR
-31.1%
-4.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.4% | -10.4% | -11.3% |
| 7D | +1.9% | +2.7% | -0.8% | +1.1% |
| 30D | +17.8% | +12.1% | +5.7% | +13.5% |
| 3M | -37.0% | +57.2% | -94.3% | -47.8% |
| 6M | -37.7% | +73.1% | -110.7% | -50.6% |
| YTD | -51.4% | +30.6% | -82.0% | -57.2% |
| 1Y | -23.4% | +13.5% | -36.9% | -31.3% |
| All | -35.3% | -31.1% | -4.2% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling