-47.2%
TSLL vs CTVA
+8.4%
-55.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -24.3% | +27.7% | +13.3% |
| 7D | +33.0% | -23.7% | +56.6% | +45.2% |
| 30D | +7.7% | -31.2% | +38.9% | +23.6% |
| 3M | +34.7% | -18.7% | +53.5% | +37.4% |
| 6M | -31.5% | -25.5% | -6.0% | -27.8% |
| YTD | -42.4% | -8.0% | -34.4% | -48.6% |
| 1Y | -39.7% | -7.0% | -32.7% | -46.7% |
| 3Y | +3.4% | +45.2% | -41.8% | -31.2% |
| All | -47.2% | +8.4% | -55.5% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling