-54.3%
TSLL vs CVS
+9.8%
-64.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.1% | +5.5% | +8.9% |
| 7D | -21.2% | -7.1% | -14.1% | -21.4% |
| 30D | -13.3% | -4.0% | -9.3% | -13.2% |
| 3M | +15.4% | -12.2% | +27.6% | +14.9% |
| 6M | -34.2% | -2.2% | -32.1% | -33.9% |
| YTD | -52.9% | +8.9% | -61.8% | -50.8% |
| 1Y | -54.3% | +9.9% | -64.2% | -52.1% |
| All | -54.3% | +9.8% | -64.1% | -52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling