-10.7%
CMG vs TSEM
+259.4%
-270.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.8% | -9.5% | -1.7% |
| 7D | -2.8% | +6.9% | -9.7% | -2.9% |
| 30D | +7.1% | +5.3% | +1.8% | +7.0% |
| 3M | +31.2% | -14.9% | +46.1% | +30.1% |
| 6M | +0.7% | +80.0% | -79.4% | -5.9% |
| YTD | -0.1% | +89.4% | -89.5% | -7.1% |
| 1Y | -10.7% | +253.1% | -263.8% | -19.7% |
| All | -10.7% | +259.4% | -270.1% | -19.7% |
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 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