+41.1%
CI vs TSEM
+657.2%
-616.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.2% | -2.4% |
| 7D | -2.6% | +10.4% | -13.0% | -2.6% |
| 30D | -2.4% | -12.9% | +10.6% | -2.3% |
| 3M | -4.8% | -9.2% | +4.4% | -4.7% |
| 6M | +2.1% | +98.8% | -96.6% | +1.2% |
| YTD | +1.4% | +87.2% | -85.9% | +0.6% |
| 1Y | -6.8% | +239.0% | -245.7% | -7.4% |
| 3Y | +3.3% | +679.5% | -676.2% | -1.7% |
| 5Y | +41.1% | +667.3% | -626.2% | +33.2% |
| All | +41.1% | +657.2% | -616.1% | +33.2% |
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