-23.4%
TSLL vs CAVA
-7.9%
-15.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.5% | -10.4% | -11.6% |
| 7D | +1.9% | -9.2% | +11.1% | +3.4% |
| 30D | +17.8% | -8.2% | +25.9% | +19.6% |
| 3M | -37.0% | -15.3% | -21.7% | -35.6% |
| 6M | -37.7% | -23.6% | -14.1% | -35.3% |
| YTD | -51.4% | +3.5% | -54.9% | -51.9% |
| 1Y | -23.4% | -7.9% | -15.5% | -16.3% |
| All | -23.4% | -7.9% | -15.4% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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