-49.1%
TSLL vs CVE
+82.0%
-131.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -7.6% | +1.3% | -2.6% |
| 7D | -9.4% | -12.1% | +2.6% | -3.8% |
| 30D | +1.6% | -9.8% | +11.4% | +6.1% |
| 3M | +29.4% | -0.7% | +30.1% | +28.3% |
| 6M | -20.1% | -4.3% | -15.8% | -21.4% |
| YTD | -44.5% | +70.6% | -115.1% | -63.5% |
| 1Y | -46.0% | +73.2% | -119.2% | -65.3% |
| 3Y | -4.3% | +60.3% | -64.6% | -40.5% |
| All | -49.1% | +82.0% | -131.1% | -68.2% |
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 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