+280.6%
CME vs TSEM
+1,283.8%
-1,003.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -0.6% | +4.7% | -5.4% | -0.9% |
| 30D | +4.7% | -14.2% | +18.9% | +5.6% |
| 3M | +7.8% | -5.0% | +12.9% | +7.2% |
| 6M | -11.0% | +87.6% | -98.6% | -17.5% |
| YTD | +4.0% | +84.4% | -80.4% | -3.9% |
| 1Y | +9.1% | +235.4% | -226.3% | -5.4% |
| 3Y | +52.3% | +668.0% | -615.7% | +16.6% |
| 5Y | +76.1% | +644.7% | -568.6% | +31.9% |
| 10Y | +280.6% | +1,326.7% | -1,046.1% | +154.8% |
| All | +280.6% | +1,283.8% | -1,003.2% | +154.8% |
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