+69.4%
CME vs TSEM
+311.6%
-242.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.9% | -11.3% | -0.2% |
| 7D | -0.6% | -2.0% | +1.4% | -0.6% |
| 30D | +8.5% | -33.4% | +42.0% | +7.9% |
| 3M | +16.0% | -39.7% | +55.7% | +15.4% |
| 6M | +9.3% | -27.8% | +37.2% | +8.7% |
| YTD | +15.3% | +29.7% | -14.4% | +14.2% |
| 1Y | +14.4% | +81.1% | -66.7% | +13.1% |
| 3Y | +59.9% | +529.3% | -469.4% | +52.2% |
| 5Y | +69.4% | +315.0% | -245.5% | +65.5% |
| All | +69.4% | +311.6% | -242.2% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling