-48.9%
TSLL vs CVNA
+24.0%
-72.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.7% | +7.3% | +9.5% |
| 7D | -14.3% | +5.9% | -20.2% | -15.6% |
| 30D | -6.2% | +19.7% | -25.8% | -12.1% |
| 3M | +21.2% | +7.6% | +13.6% | +17.1% |
| 6M | -36.6% | -2.2% | -34.4% | -37.3% |
| YTD | -47.8% | -9.6% | -38.1% | -50.1% |
| All | -48.9% | +24.0% | -72.9% | -58.3% |
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