+53.5%
CME vs TSEM
+668.6%
-615.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.1% |
| 7D | -2.9% | +10.4% | -13.3% | -2.6% |
| 30D | +5.5% | -12.9% | +18.5% | +5.2% |
| 3M | +11.0% | -9.2% | +20.1% | +11.2% |
| 6M | -9.7% | +98.8% | -108.5% | -8.1% |
| YTD | +4.9% | +87.2% | -82.3% | +6.8% |
| 1Y | +10.1% | +239.0% | -228.9% | +14.2% |
| 3Y | +53.5% | +679.5% | -626.0% | +71.4% |
| All | +53.5% | +668.6% | -615.1% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling