-6.4%
TSLL vs CTVA
+49.4%
-55.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -4.6% |
| 7D | +17.8% | -20.8% | +38.6% | +24.9% |
| 30D | +8.2% | -29.6% | +37.9% | +20.7% |
| 3M | +20.9% | -16.9% | +37.8% | +20.8% |
| 6M | -37.5% | -24.3% | -13.2% | -35.4% |
| YTD | -44.5% | -5.6% | -38.9% | -51.9% |
| 1Y | -33.0% | -4.2% | -28.8% | -42.8% |
| 3Y | -6.4% | +43.3% | -49.6% | -32.8% |
| All | -6.4% | +49.4% | -55.8% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling