+53.4%
CL vs TSEM
+1,300.1%
-1,246.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.4% |
| 7D | -1.4% | +10.4% | -11.8% | -1.5% |
| 30D | -5.2% | -12.9% | +7.7% | -5.0% |
| 3M | +3.3% | -9.2% | +12.5% | +3.1% |
| 6M | -4.4% | +98.8% | -103.1% | -7.7% |
| YTD | +13.9% | +87.2% | -73.3% | +10.0% |
| 1Y | +7.6% | +239.0% | -231.3% | +0.6% |
| 3Y | +29.6% | +679.5% | -649.9% | +12.5% |
| 5Y | +28.1% | +667.3% | -639.2% | +9.1% |
| 10Y | +53.4% | +1,301.0% | -1,247.6% | +10.2% |
| All | +53.4% | +1,300.1% | -1,246.8% | +10.2% |
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