-54.3%
TSLL vs CVNA
+19.9%
-74.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.1% | +6.6% | +7.9% |
| 7D | -21.2% | +7.7% | -28.9% | -22.9% |
| 30D | -13.3% | +17.2% | -30.5% | -18.2% |
| 3M | +15.4% | +7.7% | +7.7% | +11.3% |
| 6M | -34.2% | -5.5% | -28.7% | -34.2% |
| YTD | -52.9% | -12.8% | -40.1% | -54.3% |
| 1Y | -54.3% | +26.8% | -81.1% | -71.0% |
| All | -54.3% | +19.9% | -74.2% | -71.0% |
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