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  • CLS vs TSEM✓SelectedUSD · TSEMCLS vs TSEM performance historyLatest closeAs of+1.10%09/09
Stock and ETF performance explorer

CLS vs TSEM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,038.3%
TSEM return
+1,283.8%
Excess return
+1,754.5%
Maximum drawdown
-80.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioTSEMExcessAlpha
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