+663.0%
TSEM vs CVE
+317.2%
+345.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.3% | +9.2% | +8.1% |
| 7D | +6.9% | +2.5% | +4.4% | +6.3% |
| 30D | +5.3% | +16.7% | -11.4% | +2.1% |
| 3M | -14.9% | +9.3% | -24.2% | -16.4% |
| 6M | +80.0% | +43.6% | +36.4% | +68.0% |
| YTD | +89.4% | +93.6% | -4.2% | +67.5% |
| 1Y | +253.1% | +98.8% | +154.3% | +210.5% |
| 3Y | +642.1% | +73.6% | +568.5% | +541.7% |
| All | +663.0% | +317.2% | +345.8% | +462.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling