+141.0%
CI vs TSEM
+1,283.8%
-1,142.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -1.1% | +4.7% | -5.8% | -1.6% |
| 30D | +0.5% | -14.2% | +14.7% | +1.8% |
| 3M | -5.2% | -5.0% | -0.1% | -6.0% |
| 6M | +4.3% | +87.6% | -83.2% | -6.2% |
| YTD | +2.8% | +84.4% | -81.7% | -7.8% |
| 1Y | -5.8% | +235.4% | -241.2% | -22.5% |
| 3Y | +4.7% | +668.0% | -663.2% | -27.9% |
| 5Y | +42.7% | +644.7% | -602.1% | -5.0% |
| 10Y | +141.0% | +1,326.7% | -1,185.7% | +22.6% |
| All | +141.0% | +1,283.8% | -1,142.9% | +22.6% |
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