-51.7%
TSLL vs CVS
+0.6%
-52.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | -0.6% |
| 7D | -11.0% | -2.6% | -8.4% | -10.4% |
| 30D | -5.3% | +4.0% | -9.3% | -7.1% |
| 3M | +20.8% | -6.3% | +27.1% | +22.5% |
| 6M | -36.0% | -0.4% | -35.6% | -37.0% |
| YTD | -47.3% | +15.6% | -62.9% | -51.8% |
| 1Y | -48.4% | +18.3% | -66.8% | -53.6% |
| 3Y | -5.4% | +47.3% | -52.7% | -24.7% |
| All | -51.7% | +0.6% | -52.3% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 10y: compounded portfolio wealth divided by compounded CVS 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…
10y analysis · Full analysis span regression · 6 months rolling