+150.3%
CI vs TSEM
+839.5%
-689.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +2.8% |
| 7D | +2.6% | -9.5% | +12.1% | +3.3% |
| 30D | +7.3% | -35.5% | +42.8% | +10.8% |
| 3M | +9.5% | -41.6% | +51.0% | +13.7% |
| 6M | +6.4% | -30.1% | +36.5% | +6.3% |
| YTD | +12.0% | +25.7% | -13.7% | +3.0% |
| 1Y | +20.1% | +50.5% | -30.4% | +7.6% |
| 3Y | +9.6% | +501.7% | -492.1% | -24.6% |
| 5Y | +52.7% | +310.9% | -258.2% | +10.3% |
| 10Y | +150.3% | +849.8% | -699.5% | +26.3% |
| All | +150.3% | +839.5% | -689.3% | +26.3% |
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