-20.8%
TSLL vs CVNA
+0.7%
-21.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.2% | +7.7% | +7.8% |
| 7D | +5.8% | +3.5% | +2.3% | +4.0% |
| 30D | +21.7% | +5.5% | +16.2% | +17.9% |
| 3M | -28.2% | +7.6% | -35.8% | -31.4% |
| 6M | -29.5% | +17.6% | -47.1% | -36.0% |
| YTD | -47.5% | -11.5% | -36.1% | -47.7% |
| 1Y | -20.8% | +0.4% | -21.2% | -28.6% |
| All | -20.8% | +0.7% | -21.5% | -28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling