-18.4%
TSLL vs CVS
+33.6%
-51.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.1% | +5.5% | +7.8% |
| 7D | -21.2% | -7.1% | -14.1% | -19.8% |
| 30D | -13.3% | -4.0% | -9.3% | -12.7% |
| 3M | +15.4% | -12.2% | +27.6% | +18.7% |
| 6M | -34.2% | -2.2% | -32.1% | -34.8% |
| YTD | -52.9% | +8.9% | -61.8% | -55.4% |
| 1Y | -54.3% | +9.9% | -64.2% | -57.1% |
| 3Y | -18.4% | +32.1% | -50.5% | -27.7% |
| All | -18.4% | +33.6% | -51.9% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling