+1,914.6%
CLS vs TSEM
+805.6%
+1,109.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.9% | +1.6% | -2.2% |
| 7D | +16.3% | +7.0% | +9.3% | +12.8% |
| 30D | -25.7% | -29.8% | +4.1% | -12.5% |
| 3M | -30.9% | -41.9% | +11.1% | -12.2% |
| 6M | -35.5% | -45.8% | +10.3% | -18.5% |
| YTD | -18.7% | +25.1% | -43.8% | -32.3% |
| 1Y | -17.9% | +48.2% | -66.1% | -36.7% |
| 3Y | +838.1% | +476.5% | +361.6% | +324.3% |
| 5Y | +1,971.9% | +301.4% | +1,670.4% | +926.4% |
| All | +1,914.6% | +805.6% | +1,109.0% | +576.7% |
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 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