-48.9%
TSLL vs AVTR
-44.7%
-4.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.8% | +5.3% |
| 7D | +0.5% | +0.5% | 0.0% | +0.8% |
| 30D | +2.7% | +1.5% | +1.1% | +2.3% |
| 3M | +26.3% | +14.2% | +12.0% | +19.9% |
| 6M | -37.2% | +97.4% | -134.5% | -55.1% |
| YTD | -44.2% | +37.3% | -81.5% | -53.1% |
| 1Y | -44.0% | +36.8% | -80.7% | -53.2% |
| 3Y | 0.0% | -15.2% | +15.3% | -3.8% |
| All | -48.9% | -44.7% | -4.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling