+30.0%
CL vs TSEM
+657.0%
-627.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.8% | -9.3% | -1.1% |
| 7D | -2.2% | +6.9% | -9.1% | -1.9% |
| 30D | -4.8% | +5.3% | -10.1% | -4.5% |
| 3M | +4.9% | -14.9% | +19.8% | +4.8% |
| 6M | -5.7% | +80.0% | -85.7% | -3.1% |
| YTD | +14.4% | +89.4% | -75.0% | +17.9% |
| 1Y | +8.7% | +253.1% | -244.3% | +14.2% |
| 3Y | +30.0% | +642.1% | -612.1% | +36.7% |
| All | +30.0% | +657.0% | -627.0% | +38.0% |
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