-33.0%
TSLL vs CAVA
+18.8%
-51.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -3.9% |
| 7D | +17.8% | -1.6% | +19.4% | +18.0% |
| 30D | +8.2% | +12.9% | -4.6% | +6.8% |
| 3M | +20.9% | -19.3% | +40.2% | +24.0% |
| 6M | -37.5% | -19.5% | -18.0% | -35.9% |
| YTD | -44.5% | -0.8% | -43.7% | -42.0% |
| 1Y | -33.0% | +20.8% | -53.8% | -26.9% |
| All | -33.0% | +18.8% | -51.8% | -26.9% |
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