+84.1%
CL vs TSEM
+920.4%
-836.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.6% | -7.7% | -0.1% |
| 7D | -0.8% | +6.8% | -7.5% | -0.8% |
| 30D | +9.5% | -26.6% | +36.2% | +9.8% |
| 3M | +6.8% | -36.3% | +43.1% | +7.2% |
| 6M | +14.3% | -30.6% | +44.9% | +13.9% |
| YTD | +27.0% | +35.3% | -8.3% | +23.0% |
| 1Y | +26.3% | +59.2% | -32.9% | +21.3% |
| 3Y | +39.3% | +547.7% | -508.4% | +20.3% |
| 5Y | +41.5% | +337.5% | -296.0% | +25.1% |
| 10Y | +84.1% | +887.4% | -803.3% | +46.5% |
| All | +84.1% | +920.4% | -836.3% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling