-55.4%
TSLL vs CVS
+8.6%
-64.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.5% | -11.4% | -11.7% |
| 7D | +1.9% | +4.0% | -2.1% | +0.4% |
| 30D | +17.8% | -2.4% | +20.2% | +18.5% |
| 3M | -37.0% | +2.7% | -39.7% | -38.0% |
| 6M | -37.7% | +21.9% | -59.5% | -43.1% |
| YTD | -51.4% | +24.7% | -76.1% | -56.5% |
| 1Y | -23.4% | +35.4% | -58.8% | -34.3% |
| 3Y | -30.8% | +65.2% | -96.0% | -47.3% |
| All | -55.4% | +8.6% | -64.0% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling