+36.7%
CLS vs TSEM
+233.1%
-196.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.8% |
| 7D | +20.1% | +4.7% | +15.4% | +17.3% |
| 30D | +6.0% | -14.2% | +20.3% | +13.6% |
| 3M | -10.3% | -5.0% | -5.2% | -12.5% |
| 6M | +24.5% | +87.6% | -63.1% | -23.8% |
| YTD | +12.9% | +84.4% | -71.6% | -31.7% |
| 1Y | +36.7% | +235.4% | -198.7% | -45.2% |
| All | +36.7% | +233.1% | -196.4% | -45.2% |
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