-2.8%
TSLL vs CVNA
+1,126.0%
-1,128.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.1% | +7.5% | +5.3% |
| 7D | +33.0% | -1.7% | +34.7% | +34.0% |
| 30D | +7.7% | +17.3% | -9.6% | -0.6% |
| 3M | +34.7% | -2.3% | +37.0% | +34.0% |
| 6M | -31.5% | -3.9% | -27.6% | -31.9% |
| YTD | -42.4% | -16.1% | -26.3% | -40.6% |
| 1Y | -39.7% | +7.9% | -47.6% | -45.5% |
| All | -2.8% | +1,126.0% | -1,128.8% | -54.4% |
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 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