-51.7%
TSLL vs CVNA
+714.0%
-765.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.2% | +2.2% |
| 7D | -11.0% | +2.4% | -13.5% | -11.4% |
| 30D | -5.3% | +14.6% | -19.9% | -9.3% |
| 3M | +20.8% | -1.5% | +22.4% | +20.4% |
| 6M | -36.0% | -6.3% | -29.7% | -35.5% |
| YTD | -47.3% | -13.5% | -33.8% | -46.3% |
| 1Y | -48.4% | +13.3% | -61.7% | -51.6% |
| 3Y | -5.4% | +1,150.8% | -1,156.2% | -49.9% |
| All | -51.7% | +714.0% | -765.7% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 10y: compounded portfolio wealth divided by compounded CVNA 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…
10y analysis · Full analysis span regression · 6 months rolling