+7,654.3%
CME vs TSEM
+112.6%
+7,541.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +2.7% | +20.5% | -17.8% | +1.1% |
| 30D | +13.5% | -29.0% | +42.4% | +16.0% |
| 3M | +20.9% | -39.4% | +60.3% | +24.7% |
| 6M | +11.5% | -28.5% | +40.0% | +11.8% |
| YTD | +19.5% | +34.4% | -15.0% | +12.1% |
| 1Y | +17.2% | +48.3% | -31.1% | +8.8% |
| 3Y | +65.1% | +543.5% | -478.4% | +30.4% |
| 5Y | +73.1% | +331.4% | -258.3% | +40.4% |
| 10Y | +305.3% | +881.1% | -575.8% | +194.6% |
| All | +7,654.3% | +112.6% | +7,541.7% | +5,941.1% |
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