+8,793.6%
CB vs TSEM
-23.8%
+8,817.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.9% | -11.3% | -1.0% |
| 7D | -1.5% | -2.0% | +0.5% | -1.5% |
| 30D | +6.5% | -33.4% | +39.9% | +8.4% |
| 3M | +4.1% | -39.7% | +43.7% | +6.2% |
| 6M | +14.4% | -27.8% | +42.2% | +14.4% |
| YTD | +17.5% | +29.7% | -12.2% | +13.0% |
| 1Y | +27.5% | +81.1% | -53.6% | +20.1% |
| 3Y | +71.6% | +529.3% | -457.7% | +48.2% |
| 5Y | +100.6% | +315.0% | -214.3% | +76.5% |
| 10Y | +243.0% | +865.7% | -622.7% | +183.3% |
| All | +8,793.6% | -23.8% | +8,817.4% | +6,693.4% |
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