+41.1%
CLS vs TSEM
+259.4%
-218.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.8% | -7.0% | -2.9% |
| 7D | +4.6% | +6.9% | -2.3% | +1.0% |
| 30D | -13.9% | +5.3% | -19.2% | -17.2% |
| 3M | -26.6% | -14.9% | -11.7% | -23.5% |
| 6M | +15.4% | +80.0% | -64.6% | -26.8% |
| YTD | +5.7% | +89.4% | -83.7% | -36.6% |
| 1Y | +41.1% | +253.1% | -212.0% | -41.4% |
| All | +41.1% | +259.4% | -218.2% | -41.4% |
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