+1,320.5%
TSM vs CVE
+137.5%
+1,183.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.7% | -8.0% | -10.3% |
| 7D | -18.2% | -14.1% | -4.2% | -16.0% |
| 30D | -26.8% | -11.6% | -15.2% | -25.2% |
| 3M | -14.5% | 0.0% | -14.5% | -14.8% |
| 6M | -10.0% | -8.4% | -1.6% | -9.3% |
| YTD | +17.1% | +65.9% | -48.8% | +4.9% |
| 1Y | +21.5% | +69.4% | -47.9% | +8.2% |
| 3Y | +300.4% | +55.9% | +244.5% | +256.8% |
| 5Y | +224.7% | +146.2% | +78.6% | +161.6% |
| All | +1,320.5% | +137.5% | +1,183.0% | +861.2% |
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 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