+639.7%
CEG vs TSEM
+464.2%
+175.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.3% |
| 7D | +6.7% | +10.4% | -3.7% | +4.2% |
| 30D | +11.0% | -12.9% | +23.9% | +14.3% |
| 3M | +19.5% | -9.2% | +28.7% | +19.2% |
| 6M | -5.9% | +98.8% | -104.6% | -27.5% |
| YTD | -15.0% | +87.2% | -102.2% | -34.1% |
| 1Y | +0.6% | +239.0% | -238.3% | -35.9% |
| 3Y | +180.6% | +679.5% | -498.9% | +50.0% |
| All | +639.7% | +464.2% | +175.5% | +312.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling