+305.8%
CME vs TSEM
+920.4%
-614.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.6% | -5.4% | +1.8% |
| 7D | +2.5% | +6.8% | -4.3% | +2.0% |
| 30D | +13.9% | -26.6% | +40.6% | +15.5% |
| 3M | +22.4% | -36.3% | +58.7% | +24.8% |
| 6M | +12.9% | -30.6% | +43.5% | +13.0% |
| YTD | +19.6% | +35.3% | -15.7% | +11.7% |
| 1Y | +17.7% | +59.2% | -41.5% | +8.0% |
| 3Y | +65.3% | +547.7% | -482.3% | +25.2% |
| 5Y | +75.1% | +337.5% | -262.4% | +38.0% |
| 10Y | +305.8% | +887.4% | -581.6% | +160.1% |
| All | +305.8% | +920.4% | -614.6% | +160.1% |
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