+786.5%
TSEM vs CVE
+149.3%
+637.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.6% | -7.1% |
| 7D | +7.0% | +5.9% | +1.0% | +5.8% |
| 30D | -29.8% | -10.9% | -18.9% | -28.2% |
| 3M | -41.9% | -4.5% | -37.4% | -41.5% |
| 6M | -45.8% | -1.0% | -44.8% | -45.8% |
| YTD | +25.1% | +74.7% | -49.6% | +12.0% |
| 1Y | +48.2% | +65.8% | -17.6% | +33.8% |
| 3Y | +476.5% | +73.2% | +403.3% | +409.2% |
| 5Y | +301.4% | +155.6% | +145.8% | +216.9% |
| All | +786.5% | +149.3% | +637.2% | +493.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling