+93.5%
CVE vs TSLQ
-97.6%
+191.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -11.1% | +11.6% | -0.2% |
| 7D | -10.1% | +8.5% | -18.6% | -9.3% |
| 30D | -12.1% | -4.8% | -7.3% | -12.0% |
| 3M | -1.9% | -34.9% | +33.0% | -3.9% |
| 6M | -1.8% | -10.6% | +8.8% | -0.9% |
| YTD | +65.8% | -13.4% | +79.2% | +68.5% |
| 1Y | +60.8% | -25.9% | +86.7% | +61.8% |
| 3Y | +70.1% | -96.9% | +167.0% | +47.5% |
| All | +93.5% | -97.6% | +191.1% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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