+74.9%
CB vs TSEM
+547.1%
-472.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.9% | +8.0% | +0.6% |
| 7D | +2.9% | +7.0% | -4.0% | +3.4% |
| 30D | +7.3% | -29.8% | +37.1% | +5.4% |
| 3M | +9.4% | -41.9% | +51.3% | +6.6% |
| 6M | +19.6% | -45.8% | +65.4% | +17.2% |
| YTD | +21.5% | +25.1% | -3.6% | +23.0% |
| 1Y | +28.0% | +48.2% | -20.2% | +30.3% |
| 3Y | +74.9% | +476.5% | -401.6% | +86.9% |
| All | +74.9% | +547.1% | -472.2% | +86.9% |
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