-26.7%
TSLL vs CAVA
+46.8%
-73.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.0% | +8.9% | +8.4% |
| 7D | +5.8% | -1.5% | +7.3% | +6.7% |
| 30D | +21.7% | -3.7% | +25.4% | +23.1% |
| 3M | -28.2% | -18.3% | -9.9% | -23.0% |
| 6M | -29.5% | -23.5% | -6.0% | -23.1% |
| YTD | -47.5% | +2.5% | -50.0% | -54.1% |
| 1Y | -20.8% | -8.0% | -12.8% | -27.0% |
| 3Y | -26.7% | +53.5% | -80.2% | -24.0% |
| All | -26.7% | +46.8% | -73.6% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling