+3,038.3%
CLS vs TSEM
+1,283.8%
+1,754.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.8% |
| 7D | +20.1% | +4.7% | +15.4% | +17.4% |
| 30D | +6.0% | -14.2% | +20.3% | +13.1% |
| 3M | -10.3% | -5.0% | -5.2% | -11.9% |
| 6M | +24.5% | +87.6% | -63.1% | -13.1% |
| YTD | +12.9% | +84.4% | -71.6% | -20.9% |
| 1Y | +36.7% | +235.4% | -198.7% | -26.6% |
| 3Y | +1,328.1% | +668.0% | +660.1% | +463.3% |
| 5Y | +3,682.3% | +644.7% | +3,037.6% | +1,346.9% |
| 10Y | +3,038.3% | +1,326.7% | +1,711.6% | +822.6% |
| All | +3,038.3% | +1,283.8% | +1,754.5% | +822.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling