-32.5%
CBRS vs TSEM
-17.0%
-15.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +7.8% | +2.5% | +5.7% |
| 7D | +17.3% | +6.9% | +10.4% | +13.1% |
| 30D | -2.0% | +5.3% | -7.3% | -4.0% |
| 3M | -2.5% | -14.9% | +12.4% | -0.9% |
| All | -32.5% | -17.0% | -15.4% | -30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling