-52.1%
TSLL vs CVNA
+750.2%
-802.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.7% | +7.3% | +9.8% |
| 7D | -14.3% | +5.9% | -20.2% | -15.5% |
| 30D | -6.2% | +19.7% | -25.8% | -11.2% |
| 3M | +21.2% | +7.6% | +13.6% | +17.6% |
| 6M | -36.6% | -2.2% | -34.4% | -36.8% |
| YTD | -47.8% | -9.6% | -38.1% | -47.5% |
| 1Y | -45.2% | +25.4% | -70.7% | -50.0% |
| 3Y | -3.3% | +1,152.6% | -1,155.9% | -48.9% |
| All | -52.1% | +750.2% | -802.3% | -78.4% |
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