-20.1%
TSLL vs CVE
-3.1%
-17.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -7.6% | +1.3% | -7.9% |
| 7D | -9.4% | -12.1% | +2.6% | -12.1% |
| 30D | +1.6% | -9.8% | +11.4% | -0.5% |
| 3M | +29.4% | -0.7% | +30.1% | +32.8% |
| 6M | -20.1% | -4.3% | -15.8% | -15.0% |
| All | -20.1% | -3.1% | -17.0% | -15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling