-25.4%
CEG vs TSEM
+69.7%
-95.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -2.4% |
| 7D | +1.7% | -9.5% | +11.1% | +3.5% |
| 30D | -10.2% | -35.5% | +25.3% | -3.1% |
| 3M | -0.8% | -41.6% | +40.7% | +8.2% |
| 6M | -11.5% | -30.1% | +18.5% | -7.2% |
| YTD | -23.9% | +25.7% | -49.6% | -33.2% |
| 1Y | -25.4% | +50.5% | -75.9% | -38.2% |
| All | -25.4% | +69.7% | -95.1% | -38.2% |
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 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