+10.9%
CMG vs TSEM
+79.9%
-69.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -8.7% | +14.6% | +5.7% |
| 7D | +22.5% | -23.1% | +45.6% | +22.2% |
| 30D | +14.1% | -40.4% | +54.5% | +13.7% |
| 3M | +4.1% | -37.9% | +42.0% | +3.9% |
| 6M | +10.1% | -30.8% | +40.9% | +6.8% |
| YTD | -4.9% | +26.7% | -31.6% | -12.4% |
| 1Y | +10.9% | +80.5% | -69.6% | -5.1% |
| All | +10.9% | +79.9% | -69.0% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling