-54.3%
TSLL vs CTVA
+26.9%
-81.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.2% | +9.8% | +8.5% |
| 7D | -21.2% | +2.2% | -23.5% | -20.9% |
| 30D | -13.3% | -17.6% | +4.3% | -14.8% |
| 3M | +15.4% | +3.4% | +12.0% | +14.5% |
| 6M | -34.2% | -2.6% | -31.7% | -36.2% |
| YTD | -52.9% | +19.1% | -72.0% | -54.3% |
| 1Y | -54.3% | +26.8% | -81.1% | -55.4% |
| All | -54.3% | +26.9% | -81.2% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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