+71.8%
CB vs TSEM
+468.0%
-396.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.8% | -6.6% | -1.5% |
| 7D | +0.2% | -17.5% | +17.8% | -0.8% |
| 30D | +9.1% | -44.7% | +53.7% | +5.7% |
| 3M | +3.4% | -38.9% | +42.3% | +1.0% |
| 6M | +14.1% | -36.7% | +50.8% | +12.2% |
| YTD | +18.0% | +17.0% | +1.1% | +18.9% |
| 1Y | +30.1% | +62.8% | -32.7% | +32.4% |
| 3Y | +71.8% | +471.3% | -399.5% | +83.9% |
| All | +71.8% | +468.0% | -396.2% | +83.9% |
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