+322.0%
CMG vs TSEM
+1,313.0%
-990.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | -2.1% | -4.9% | +2.8% | -1.3% |
| 30D | +10.9% | -18.7% | +29.6% | +14.3% |
| 3M | +15.8% | -18.1% | +34.0% | +16.9% |
| 6M | +6.9% | +77.1% | -70.2% | -9.8% |
| YTD | -2.2% | +80.1% | -82.3% | -18.6% |
| 1Y | -7.1% | +220.4% | -227.5% | -32.6% |
| 3Y | -7.1% | +650.1% | -657.2% | -46.6% |
| 5Y | -4.8% | +628.9% | -633.7% | -46.2% |
| All | +322.0% | +1,313.0% | -990.9% | +110.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling