-33.0%
TSLL vs CAVA
+48.5%
-81.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.4% | +5.5% | +8.6% |
| 7D | -14.3% | +0.5% | -14.8% | -14.2% |
| 30D | -6.2% | +16.2% | -22.4% | -12.6% |
| 3M | +21.2% | -0.1% | +21.3% | +19.3% |
| 6M | -36.6% | -21.5% | -15.1% | -32.1% |
| YTD | -47.8% | +6.2% | -54.0% | -54.2% |
| 1Y | -45.2% | +28.2% | -73.4% | -57.2% |
| 3Y | -3.3% | +97.7% | -101.0% | -1.2% |
| All | -33.0% | +48.5% | -81.4% | -27.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling