-37.7%
TSLL vs CVS
+22.1%
-59.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.5% | -11.4% | -11.9% |
| 7D | +1.9% | +4.0% | -2.1% | +2.3% |
| 30D | +17.8% | -2.4% | +20.2% | +18.3% |
| 3M | -37.0% | +2.7% | -39.7% | -36.4% |
| 6M | -37.7% | +21.9% | -59.5% | -23.6% |
| All | -37.7% | +22.1% | -59.8% | -23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling