+3,542.1%
CLS vs TSEM
+657.2%
+2,884.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.1% | +6.8% | +6.2% |
| 7D | +12.8% | +10.4% | +2.3% | +7.0% |
| 30D | +3.8% | -12.9% | +16.8% | +10.6% |
| 3M | -14.6% | -9.2% | -5.4% | -14.6% |
| 6M | +32.2% | +98.8% | -66.5% | -15.9% |
| YTD | +11.6% | +87.2% | -75.6% | -27.2% |
| 1Y | +35.1% | +239.0% | -203.9% | -35.4% |
| 3Y | +1,312.5% | +679.5% | +633.0% | +397.1% |
| 5Y | +3,542.1% | +667.3% | +2,874.8% | +1,092.5% |
| All | +3,542.1% | +657.2% | +2,884.8% | +1,092.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling