+12.1%
CI vs TSEM
+40.2%
-28.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.2% | +0.1% |
| 7D | +1.2% | +7.0% | -5.8% | +1.3% |
| 30D | +2.6% | -29.8% | +32.3% | +2.2% |
| 3M | +7.4% | -41.9% | +49.4% | +7.4% |
| 6M | -0.1% | -45.8% | +45.6% | 0.0% |
| YTD | +9.7% | +25.1% | -15.4% | +4.2% |
| 1Y | +12.1% | +48.2% | -36.1% | +6.4% |
| All | +12.1% | +40.2% | -28.1% | +6.4% |
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