-37.7%
TSLL vs CVNA
+15.8%
-53.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.6% | -13.4% | -12.6% |
| 7D | +1.9% | +0.7% | +1.2% | +1.4% |
| 30D | +17.8% | +7.4% | +10.4% | +12.4% |
| 3M | -37.0% | +12.7% | -49.7% | -41.5% |
| 6M | -37.7% | +17.9% | -55.6% | -46.1% |
| All | -37.7% | +15.8% | -53.5% | -46.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling