-29.6%
CLS vs TSEM
+79.9%
-109.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -8.7% | -0.3% | -4.9% |
| 7D | -21.1% | -23.1% | +2.0% | -10.6% |
| 30D | -38.2% | -40.4% | +2.2% | -21.5% |
| 3M | -36.3% | -37.9% | +1.6% | -22.1% |
| 6M | -43.8% | -30.8% | -13.0% | -38.7% |
| YTD | -20.0% | +26.7% | -46.8% | -41.5% |
| 1Y | -29.6% | +80.5% | -110.1% | -59.3% |
| All | -29.6% | +79.9% | -109.5% | -59.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling