-34.0%
CCL vs TSEM
+805.6%
-839.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.6% | +2.0% |
| 7D | -1.2% | +7.0% | -8.1% | -3.8% |
| 30D | +13.1% | -29.8% | +42.9% | +25.0% |
| 3M | +3.4% | -41.9% | +45.3% | +20.5% |
| 6M | +18.7% | -45.8% | +64.5% | +34.2% |
| YTD | -2.3% | +25.1% | -27.4% | -26.1% |
| 1Y | +14.2% | +48.2% | -34.0% | -20.5% |
| 3Y | +133.6% | +476.5% | -342.9% | -18.4% |
| 5Y | +33.5% | +301.4% | -267.9% | -46.1% |
| All | -34.0% | +805.6% | -839.7% | -83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling