+55.6%
CVS vs TSEM
+663.1%
-607.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -1.9% | +4.7% | -6.6% | -2.0% |
| 30D | -0.3% | -14.2% | +13.9% | +0.1% |
| 3M | -1.1% | -5.0% | +3.9% | -1.2% |
| 6M | +23.7% | +87.6% | -63.9% | +20.2% |
| YTD | +23.0% | +84.4% | -61.4% | +19.4% |
| 1Y | +37.2% | +235.4% | -198.3% | +30.0% |
| All | +55.6% | +663.1% | -607.5% | +33.5% |
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