-21.2%
TSLL vs CAVA
-14.2%
-7.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.8% | +0.7% |
| 7D | +5.1% | -8.5% | +13.7% | +6.5% |
| 30D | +20.0% | -8.2% | +28.2% | +22.0% |
| 3M | -23.8% | -25.9% | +2.2% | -20.4% |
| 6M | -30.3% | -30.9% | +0.6% | -26.6% |
| YTD | -47.7% | -3.7% | -43.9% | -47.5% |
| 1Y | -21.2% | -13.4% | -7.8% | -12.7% |
| All | -21.2% | -14.2% | -7.0% | -12.7% |
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