-10.1%
CEG vs TSEM
+220.1%
-230.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -2.1% |
| 7D | +0.3% | +0.9% | -0.6% | +0.2% |
| 30D | +2.9% | -16.6% | +19.5% | +5.7% |
| 3M | +18.2% | -10.9% | +29.1% | +18.6% |
| 6M | -9.5% | +78.0% | -87.6% | -23.7% |
| YTD | -18.7% | +77.2% | -95.9% | -32.8% |
| 1Y | -10.1% | +207.6% | -217.7% | -39.8% |
| All | -10.1% | +220.1% | -230.2% | -39.8% |
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 · 6 months rolling