+34.2%
CVS vs TSEM
+610.6%
-576.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | 0.0% |
| 7D | -2.0% | +0.9% | -2.9% | -2.0% |
| 30D | +1.9% | -16.6% | +18.5% | +2.4% |
| 3M | -2.2% | -10.9% | +8.7% | -2.1% |
| 6M | +26.7% | +78.0% | -51.3% | +23.7% |
| YTD | +22.9% | +77.2% | -54.3% | +19.8% |
| 1Y | +32.9% | +207.6% | -174.7% | +27.2% |
| 3Y | +62.3% | +637.8% | -575.5% | +48.5% |
| 5Y | +34.2% | +617.0% | -582.7% | +22.2% |
| All | +34.2% | +610.6% | -576.4% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling