+8,233.5%
CB vs TSEM
+11.3%
+8,222.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.8% | -9.8% | -2.3% |
| 7D | +0.5% | +6.9% | -6.4% | +0.1% |
| 30D | -3.1% | +5.3% | -8.4% | -3.5% |
| 3M | +9.0% | -14.9% | +23.9% | +9.0% |
| 6M | +2.9% | +80.0% | -77.2% | -2.0% |
| YTD | +10.1% | +89.4% | -79.2% | +4.4% |
| 1Y | +22.8% | +253.1% | -230.3% | +12.0% |
| 3Y | +73.8% | +642.1% | -568.3% | +49.8% |
| 5Y | +99.2% | +659.1% | -559.9% | +70.2% |
| 10Y | +218.2% | +1,291.4% | -1,073.1% | +159.2% |
| All | +8,233.5% | +11.3% | +8,222.2% | +6,174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling