+37.6%
CL vs TSEM
+468.0%
-430.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.8% | -7.0% | -1.8% |
| 7D | +1.3% | -17.5% | +18.8% | 0.0% |
| 30D | +11.4% | -44.7% | +56.0% | +7.4% |
| 3M | +4.4% | -38.9% | +43.3% | +1.6% |
| 6M | +10.8% | -36.7% | +47.5% | +8.7% |
| YTD | +25.1% | +17.0% | +8.2% | +28.0% |
| 1Y | +28.0% | +62.8% | -34.9% | +33.6% |
| 3Y | +37.6% | +471.3% | -433.7% | +45.1% |
| All | +37.6% | +468.0% | -430.4% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling