+76.6%
CB vs TSEM
+629.0%
-552.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.8% | -9.8% | -1.5% |
| 7D | +0.5% | +6.9% | -6.4% | +0.9% |
| 30D | -3.1% | +5.3% | -8.4% | -2.7% |
| 3M | +9.0% | -14.9% | +23.9% | +8.9% |
| 6M | +2.9% | +80.0% | -77.2% | +5.8% |
| YTD | +10.1% | +89.4% | -79.2% | +13.5% |
| 1Y | +22.8% | +253.1% | -230.3% | +28.7% |
| All | +76.6% | +629.0% | -552.4% | +88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling