+5,715.5%
CI vs TSEM
-23.8%
+5,739.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.9% | -10.2% | -0.1% |
| 7D | +0.1% | -2.0% | +2.1% | +0.1% |
| 30D | +4.7% | -33.4% | +38.1% | +7.3% |
| 3M | +5.2% | -39.7% | +44.9% | +8.3% |
| 6M | +3.8% | -27.8% | +31.6% | +4.0% |
| YTD | +9.2% | +29.7% | -20.5% | +3.8% |
| 1Y | +14.3% | +81.1% | -66.9% | +5.5% |
| 3Y | +8.4% | +529.3% | -520.9% | -11.2% |
| 5Y | +50.0% | +315.0% | -264.9% | +25.9% |
| 10Y | +142.2% | +865.7% | -723.5% | +86.3% |
| All | +5,715.5% | -23.8% | +5,739.3% | +3,917.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling