+1,353.2%
TSEM vs CVE
+89.9%
+1,263.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.3% | +9.2% | +8.2% |
| 7D | +6.9% | +2.5% | +4.4% | +6.2% |
| 30D | +5.3% | +16.7% | -11.4% | +1.3% |
| 3M | -14.9% | +9.3% | -24.2% | -16.8% |
| 6M | +80.0% | +43.6% | +36.4% | +64.4% |
| YTD | +89.4% | +93.6% | -4.2% | +60.6% |
| 1Y | +253.1% | +98.8% | +154.3% | +196.8% |
| 3Y | +642.1% | +73.6% | +568.5% | +531.5% |
| 5Y | +659.1% | +312.5% | +346.6% | +392.5% |
| 10Y | +1,291.4% | +161.0% | +1,130.3% | +765.5% |
| All | +1,353.2% | +89.9% | +1,263.3% | +870.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling