+124.2%
CEG vs TSEM
+506.4%
-382.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -2.1% |
| 7D | +1.7% | -9.5% | +11.1% | +4.6% |
| 30D | -10.2% | -35.5% | +25.3% | +1.5% |
| 3M | -0.8% | -41.6% | +40.7% | +14.6% |
| 6M | -11.5% | -30.1% | +18.5% | -8.3% |
| YTD | -23.9% | +25.7% | -49.6% | -40.9% |
| 1Y | -25.4% | +50.5% | -75.9% | -47.2% |
| 3Y | +124.2% | +501.7% | -377.5% | -4.0% |
| All | +124.2% | +506.4% | -382.2% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling