+43.4%
CL vs TSEM
+297.9%
-254.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.9% | +8.8% | +1.4% |
| 7D | +3.2% | +7.0% | -3.7% | +3.7% |
| 30D | +8.0% | -29.8% | +37.8% | +6.4% |
| 3M | +7.9% | -41.9% | +49.8% | +5.5% |
| 6M | +14.7% | -45.8% | +60.5% | +12.7% |
| YTD | +29.2% | +25.1% | +4.1% | +30.9% |
| 1Y | +29.5% | +48.2% | -18.7% | +32.0% |
| 3Y | +40.7% | +476.5% | -435.8% | +45.1% |
| All | +43.4% | +297.9% | -254.5% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling