-35.3%
TSLL vs CVE
+72.1%
-107.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.3% | -10.5% | -11.1% |
| 7D | +1.9% | +2.5% | -0.6% | +0.4% |
| 30D | +17.8% | +16.7% | +1.0% | +7.4% |
| 3M | -37.0% | +9.3% | -46.3% | -41.0% |
| 6M | -37.7% | +43.6% | -81.3% | -55.0% |
| YTD | -51.4% | +93.6% | -145.0% | -73.5% |
| 1Y | -23.4% | +98.8% | -122.1% | -59.8% |
| All | -35.3% | +72.1% | -107.4% | -71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling