-55.4%
TSLL vs CTVA
+55.4%
-110.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.9% | -11.0% | -11.3% |
| 7D | +1.9% | +4.9% | -3.1% | -1.3% |
| 30D | +17.8% | +11.9% | +5.8% | +9.5% |
| 3M | -37.0% | +13.7% | -50.7% | -43.5% |
| 6M | -37.7% | +13.1% | -50.8% | -44.3% |
| YTD | -51.4% | +32.0% | -83.3% | -61.4% |
| 1Y | -23.4% | +22.1% | -45.4% | -36.2% |
| 3Y | -30.8% | +77.5% | -108.3% | -54.4% |
| All | -55.4% | +55.4% | -110.9% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling