+35.4%
CVS vs TSEM
+259.4%
-223.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.8% | -8.3% | -0.6% |
| 7D | +4.0% | +6.9% | -2.9% | +3.8% |
| 30D | -2.4% | +5.3% | -7.7% | -2.5% |
| 3M | +2.7% | -14.9% | +17.6% | +2.8% |
| 6M | +21.9% | +80.0% | -58.2% | +20.5% |
| YTD | +24.7% | +89.4% | -64.6% | +23.3% |
| 1Y | +35.4% | +253.1% | -217.6% | +37.6% |
| All | +35.4% | +259.4% | -223.9% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling