+2,067.0%
CVS vs TSEM
-26.5%
+2,093.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.5% | -0.1% |
| 7D | +6.6% | +7.0% | -0.4% | +6.1% |
| 30D | -0.4% | -29.8% | +29.3% | +1.3% |
| 3M | -5.3% | -41.9% | +36.7% | -2.8% |
| 6M | -7.7% | -45.8% | +38.0% | -5.6% |
| YTD | +16.0% | +25.1% | -9.1% | +12.1% |
| 1Y | +16.2% | +48.2% | -32.0% | +11.0% |
| 3Y | +47.6% | +476.5% | -428.9% | +28.1% |
| 5Y | +12.3% | +301.4% | -289.1% | -1.1% |
| 10Y | +62.4% | +812.9% | -750.5% | +33.9% |
| All | +2,067.0% | -26.5% | +2,093.4% | +1,479.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling