+6,781.2%
CME vs TSEM
+199.4%
+6,581.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.8% | -8.1% | -0.9% |
| 7D | -1.6% | +6.9% | -8.5% | -2.2% |
| 30D | +6.2% | +5.3% | +0.9% | +5.5% |
| 3M | +10.4% | -14.9% | +25.3% | +10.6% |
| 6M | -9.5% | +80.0% | -89.6% | -16.1% |
| YTD | +6.0% | +89.4% | -83.3% | -2.5% |
| 1Y | +9.3% | +253.1% | -243.8% | -5.6% |
| 3Y | +57.7% | +642.1% | -584.5% | +24.4% |
| 5Y | +77.7% | +659.1% | -581.4% | +38.0% |
| 10Y | +281.2% | +1,291.4% | -1,010.1% | +171.4% |
| All | +6,781.2% | +199.4% | +6,581.7% | +5,156.7% |
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