+48.3%
CVS vs TSEM
+595.4%
-547.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +10.4% | +20.5% | -10.1% | +9.8% |
| 30D | +3.3% | -29.0% | +32.2% | +3.9% |
| 3M | -4.5% | -39.4% | +34.8% | -3.6% |
| 6M | -4.4% | -28.5% | +24.1% | -4.3% |
| YTD | +16.6% | +34.4% | -17.8% | +13.6% |
| 1Y | +15.3% | +48.3% | -33.0% | +11.8% |
| All | +48.3% | +595.4% | -547.1% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling