-3.8%
TSLL vs CVE
+59.0%
-62.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -7.6% | +1.3% | -1.9% |
| 7D | -9.4% | -12.1% | +2.6% | -2.7% |
| 30D | +1.6% | -9.8% | +11.4% | +6.9% |
| 3M | +29.4% | -0.7% | +30.1% | +27.7% |
| 6M | -20.1% | -4.3% | -15.8% | -21.9% |
| YTD | -44.5% | +70.6% | -115.1% | -69.2% |
| 1Y | -46.0% | +73.2% | -119.2% | -71.0% |
| All | -3.8% | +59.0% | -62.8% | -51.7% |
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 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