+7,384.4%
CME vs TSEM
+105.1%
+7,279.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.9% | -11.3% | -1.3% |
| 7D | -0.6% | -2.0% | +1.4% | -0.6% |
| 30D | +8.5% | -33.4% | +42.0% | +11.6% |
| 3M | +16.0% | -39.7% | +55.7% | +19.8% |
| 6M | +9.3% | -27.8% | +37.2% | +9.5% |
| YTD | +15.3% | +29.7% | -14.4% | +8.5% |
| 1Y | +14.4% | +81.1% | -66.7% | +4.0% |
| 3Y | +59.9% | +529.3% | -469.4% | +26.5% |
| 5Y | +69.4% | +315.0% | -245.5% | +37.9% |
| 10Y | +299.5% | +865.7% | -566.2% | +190.7% |
| All | +7,384.4% | +105.1% | +7,279.3% | +5,748.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling