-60.9%
TSLL vs CVE
+68.4%
-129.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.7% | -19.1% | -22.4% |
| 7D | -28.9% | -14.1% | -14.8% | -31.3% |
| 30D | -21.4% | -11.6% | -9.8% | -23.5% |
| 3M | +5.0% | 0.0% | +4.9% | +6.7% |
| 6M | -36.6% | -8.4% | -28.2% | -35.9% |
| YTD | -56.6% | +65.9% | -122.6% | -53.7% |
| 1Y | -60.9% | +69.4% | -130.3% | -59.2% |
| All | -60.9% | +68.4% | -129.3% | -59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling