-2.8%
TSLL vs CTVA
+45.6%
-48.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -24.3% | +27.7% | +11.5% |
| 7D | +33.0% | -23.7% | +56.6% | +42.9% |
| 30D | +7.7% | -31.2% | +38.9% | +21.0% |
| 3M | +34.7% | -18.7% | +53.5% | +35.6% |
| 6M | -31.5% | -25.5% | -6.0% | -29.0% |
| YTD | -42.4% | -8.0% | -34.4% | -49.6% |
| 1Y | -39.7% | -7.0% | -32.7% | -47.9% |
| All | -2.8% | +45.6% | -48.4% | -29.6% |
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