-60.3%
TSLL vs CVE
+77.0%
-137.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.7% | -19.1% | -20.5% |
| 7D | -28.9% | -14.1% | -14.8% | -23.3% |
| 30D | -21.4% | -11.6% | -9.8% | -16.8% |
| 3M | +5.0% | 0.0% | +4.9% | +4.0% |
| 6M | -36.6% | -8.4% | -28.2% | -35.8% |
| YTD | -56.6% | +65.9% | -122.6% | -71.0% |
| 1Y | -60.9% | +69.4% | -130.3% | -74.5% |
| 3Y | -25.2% | +55.9% | -81.1% | -52.7% |
| All | -60.3% | +77.0% | -137.2% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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