-18.4%
TSLL vs CVNA
+1,015.0%
-1,033.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.1% | +6.6% | +7.7% |
| 7D | -21.2% | +7.7% | -28.9% | -23.7% |
| 30D | -13.3% | +17.2% | -30.5% | -20.0% |
| 3M | +15.4% | +7.7% | +7.7% | +9.7% |
| 6M | -34.2% | -5.5% | -28.7% | -34.1% |
| YTD | -52.9% | -12.8% | -40.1% | -52.3% |
| 1Y | -54.3% | +26.8% | -81.1% | -61.8% |
| 3Y | -18.4% | +1,007.0% | -1,025.4% | -62.3% |
| All | -18.4% | +1,015.0% | -1,033.4% | -62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling