+5,427.5%
CI vs TSEM
+11.3%
+5,416.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.8% | -9.2% | -1.9% |
| 7D | +1.3% | +6.9% | -5.6% | +0.8% |
| 30D | +4.4% | +5.3% | -0.9% | +3.8% |
| 3M | +0.7% | -14.9% | +15.6% | +0.9% |
| 6M | +0.3% | +80.0% | -79.7% | -6.0% |
| YTD | +3.8% | +89.4% | -85.5% | -3.3% |
| 1Y | -5.5% | +253.1% | -258.6% | -16.6% |
| 3Y | +8.1% | +642.1% | -634.0% | -11.8% |
| 5Y | +42.8% | +659.1% | -616.3% | +15.1% |
| 10Y | +143.9% | +1,291.4% | -1,147.5% | +83.9% |
| All | +5,427.5% | +11.3% | +5,416.2% | +3,639.8% |
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