-60.3%
TSLL vs AVTR
-46.8%
-13.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.3% | -18.6% | -20.5% |
| 7D | -28.9% | -9.2% | -19.7% | -25.6% |
| 30D | -21.4% | -1.9% | -19.6% | -20.6% |
| 3M | +5.0% | +13.3% | -8.3% | 0.0% |
| 6M | -36.6% | +88.1% | -124.6% | -53.9% |
| YTD | -56.6% | +32.1% | -88.8% | -63.0% |
| 1Y | -60.9% | +30.7% | -91.6% | -66.7% |
| 3Y | -25.2% | -17.6% | -7.6% | -27.5% |
| All | -60.3% | -46.8% | -13.5% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling