+1,761.1%
CLS vs TSEM
+839.5%
+921.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.9% |
| 7D | -13.9% | -9.5% | -4.4% | -9.6% |
| 30D | -38.2% | -35.5% | -2.7% | -24.4% |
| 3M | -28.8% | -41.6% | +12.7% | -9.9% |
| 6M | -40.4% | -30.1% | -10.3% | -34.3% |
| YTD | -24.3% | +25.7% | -50.0% | -37.1% |
| 1Y | -35.0% | +50.5% | -85.5% | -50.2% |
| 3Y | +778.7% | +501.7% | +277.0% | +291.8% |
| 5Y | +1,884.8% | +310.9% | +1,573.9% | +875.0% |
| 10Y | +1,761.1% | +849.8% | +911.3% | +526.6% |
| All | +1,761.1% | +839.5% | +921.6% | +526.6% |
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