+797.6%
TSEM vs CVE
+61.8%
+735.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.0% |
| 7D | -17.5% | -16.1% | -1.4% | -13.8% |
| 30D | -44.7% | -10.4% | -34.3% | -43.2% |
| 3M | -38.9% | -2.4% | -36.5% | -38.7% |
| 6M | -36.7% | -4.4% | -32.2% | -36.3% |
| YTD | +17.0% | +64.9% | -48.0% | +2.9% |
| 1Y | +62.8% | +66.0% | -3.2% | +42.8% |
| 3Y | +471.3% | +57.7% | +413.6% | +398.3% |
| 5Y | +290.3% | +144.7% | +145.5% | +188.8% |
| 10Y | +790.1% | +139.2% | +650.8% | +460.8% |
| All | +797.6% | +61.8% | +735.8% | +521.5% |
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 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