-48.9%
TSLL vs CAVA
+26.5%
-75.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.4% | +5.5% | +10.2% |
| 7D | -14.3% | +0.5% | -14.8% | -14.3% |
| 30D | -6.2% | +16.2% | -22.4% | -7.8% |
| 3M | +21.2% | -0.1% | +21.3% | +21.8% |
| 6M | -36.6% | -21.5% | -15.1% | -34.6% |
| YTD | -47.8% | +6.2% | -54.0% | -47.0% |
| All | -48.9% | +26.5% | -75.4% | -47.4% |
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