+216.8%
CB vs TSEM
+1,300.1%
-1,083.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.4% |
| 7D | -0.6% | +10.4% | -11.0% | -1.3% |
| 30D | -3.9% | -12.9% | +9.0% | -3.2% |
| 3M | +4.9% | -9.2% | +14.1% | +4.4% |
| 6M | +3.3% | +98.8% | -95.5% | -5.8% |
| YTD | +8.5% | +87.2% | -78.7% | -1.1% |
| 1Y | +22.1% | +239.0% | -216.9% | +3.3% |
| 3Y | +70.1% | +679.5% | -609.4% | +24.0% |
| 5Y | +97.4% | +667.3% | -569.9% | +40.2% |
| 10Y | +216.8% | +1,301.0% | -1,084.2% | +95.3% |
| All | +216.8% | +1,300.1% | -1,083.3% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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