+303.4%
CME vs TSEM
+805.6%
-502.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.9% | +7.7% | +1.1% |
| 7D | +3.9% | +7.0% | -3.0% | +3.5% |
| 30D | +11.3% | -29.8% | +41.1% | +13.1% |
| 3M | +19.6% | -41.9% | +61.5% | +22.5% |
| 6M | +8.1% | -45.8% | +53.8% | +10.3% |
| YTD | +20.4% | +25.1% | -4.7% | +12.9% |
| 1Y | +16.5% | +48.2% | -31.7% | +7.3% |
| 3Y | +66.4% | +476.5% | -410.0% | +27.3% |
| 5Y | +74.5% | +301.4% | -227.0% | +38.3% |
| All | +303.4% | +805.6% | -502.2% | +162.3% |
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