+1,502.2%
TSM vs CVE
+136.7%
+1,365.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.4% |
| 7D | -2.5% | -10.1% | +7.6% | -0.6% |
| 30D | -14.3% | -12.1% | -2.2% | -12.3% |
| 3M | -7.2% | -1.9% | -5.4% | -7.2% |
| 6M | -5.1% | -1.8% | -3.3% | -5.5% |
| YTD | +28.9% | +65.8% | -36.9% | +15.4% |
| 1Y | +37.1% | +60.8% | -23.8% | +23.3% |
| 3Y | +341.5% | +70.1% | +271.3% | +287.6% |
| 5Y | +245.7% | +134.8% | +110.9% | +180.6% |
| 10Y | +1,502.2% | +130.1% | +1,372.2% | +994.7% |
| All | +1,502.2% | +136.7% | +1,365.6% | +994.7% |
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