+444.9%
TSEM vs CVE
+54.6%
+390.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -2.7% | -9.2% | -11.0% |
| 7D | -30.3% | -14.1% | -16.2% | -26.6% |
| 30D | -49.3% | -11.6% | -37.7% | -47.2% |
| 3M | -38.0% | 0.0% | -38.0% | -38.4% |
| 6M | -41.9% | -8.4% | -33.5% | -40.8% |
| YTD | +11.6% | +65.9% | -54.4% | -7.9% |
| 1Y | +50.5% | +69.4% | -19.0% | +23.0% |
| All | +444.9% | +54.6% | +390.3% | +326.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling