+86.2%
CL vs TSEM
+873.2%
-787.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -0.8% | +20.5% | -21.3% | -0.9% |
| 30D | +9.5% | -29.0% | +38.4% | +9.8% |
| 3M | +6.6% | -39.4% | +46.0% | +7.1% |
| 6M | +13.2% | -28.5% | +41.8% | +12.7% |
| YTD | +26.9% | +34.4% | -7.6% | +22.9% |
| 1Y | +27.6% | +48.3% | -20.7% | +22.9% |
| 3Y | +39.1% | +543.5% | -504.4% | +20.1% |
| 5Y | +41.3% | +331.4% | -290.1% | +24.9% |
| All | +86.2% | +873.2% | -787.0% | +46.2% |
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 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