-55.4%
TSLL vs CVE
+106.5%
-161.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.3% | -10.5% | -11.2% |
| 7D | +1.9% | +2.5% | -0.6% | +0.6% |
| 30D | +17.8% | +16.7% | +1.0% | +8.8% |
| 3M | -37.0% | +9.3% | -46.3% | -40.6% |
| 6M | -37.7% | +43.6% | -81.3% | -52.0% |
| YTD | -51.4% | +93.6% | -145.0% | -69.7% |
| 1Y | -23.4% | +98.8% | -122.1% | -53.4% |
| 3Y | -30.8% | +73.6% | -104.4% | -58.8% |
| All | -55.4% | +106.5% | -161.9% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling