+103.2%
CB vs TSEM
+273.4%
-170.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.8% | -6.6% | -1.6% |
| 7D | +0.2% | -17.5% | +17.8% | -0.2% |
| 30D | +9.1% | -44.7% | +53.7% | +7.6% |
| 3M | +3.4% | -38.9% | +42.3% | +2.3% |
| 6M | +14.1% | -36.7% | +50.8% | +12.8% |
| YTD | +18.0% | +17.0% | +1.1% | +15.9% |
| 1Y | +30.1% | +62.8% | -32.7% | +26.8% |
| 3Y | +71.8% | +471.3% | -399.5% | +54.7% |
| All | +103.2% | +273.4% | -170.2% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling