+17.7%
CME vs TSEM
+60.1%
-42.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.6% | -5.4% | +2.5% |
| 7D | +2.5% | +6.8% | -4.3% | +2.8% |
| 30D | +13.9% | -26.6% | +40.6% | +12.8% |
| 3M | +22.4% | -36.3% | +58.7% | +20.9% |
| 6M | +12.9% | -30.6% | +43.5% | +11.6% |
| YTD | +19.6% | +35.3% | -15.7% | +18.6% |
| 1Y | +17.7% | +59.2% | -41.5% | +16.8% |
| All | +17.7% | +60.1% | -42.4% | +16.8% |
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 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