+47.7%
CI vs TSEM
+273.4%
-225.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.8% | -7.5% | -2.6% |
| 7D | -1.6% | -17.5% | +15.9% | -1.8% |
| 30D | +5.4% | -44.7% | +50.1% | +5.0% |
| 3M | +7.3% | -38.9% | +46.1% | +6.9% |
| 6M | +5.3% | -36.7% | +42.0% | +4.8% |
| YTD | +8.5% | +17.0% | -8.5% | +7.6% |
| 1Y | +17.1% | +62.8% | -45.7% | +16.5% |
| 3Y | +1.4% | +471.3% | -469.9% | -4.2% |
| All | +47.7% | +273.4% | -225.7% | +43.0% |
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 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